I started a thread on this earlier this week. You might check for the topic "Mapping Tools" in the Message Board Help forum. Here's a link:
https://www.vgmaps.com/forums/index.php?topic=55For the most part, I'm guessing it's pasting together screen captures, with certain layers turned off (like the character sprites). Good mappers will also work to ensure that moving parts look consistent, like moving water or flames, so that the edges where the captures are pasted together aren't detectable.
I haven't done any maps worth posting, but I'm looking to start doing some in the near future. Let's keep pestering those veteran mappers until they reveal their secrets to us!
Inty is right. The forums are new, so there is much to be said. Keep checking in for more information, and we look forward to seeing the contributions you make, both socially, and videogamemapally.