I've been looking around, and for some reason everyone just 'adds' nameservers, dont you have to create them ?

The control panel topics just say add the name servers, how do you create them ? Isnt a secondary name server meant to run on another computer ? How do you create a secondary name server running on the same computer ?

Also, does server matrix supply name servers, and if so, how do I use them with my own domains ?

If you read the sticky at the top of this forum it tells you how to create them

Yes server matrix do supply you with name servers, you need to read your welcome e-mail where they tell you what they are, and then go to your domain registrar and change the nameserver to point to the name servers that servermatrix have given you.
Oh you also need to tell SM that your using there nameservers else it won't work Just drop them a ticket asking to use them.