It depends on the pokémon, really. Some of them find their signature items. For example, hypno hew their pendulum from local stones, then tie them to the end of insect silk, pokémon hair (including, in some cases, hair from their own ruff), or dry grasses. The threads and stones used tend to depend on the hypno: each one has their own individual preferences, which means this is an effective way to tell two otherwise identical hypno apart.
Sawk and throh, meanwhile, tend to get their clothes from leavanny, if they don’t simply make their outfits themselves. As incredibly humanoid pokémon, they actually integrate weaving and tailoring into their training and maturation. Where they picked up these skills is not entirely known, but local folklore in Kalos and Unova speak of a wandering trainer who passed this knowledge onto any pokémon who was willing to listen. Why, however, seems to be more of a zen riddle.
Other pokémon, however, actually do grow their “clothes.” Gardevoir is of particular note in this case: the part of its body that appears to be a flowing dress is actually just a few flaps of skin meant to regulate body temperature and channel heat away from its horn. Hitmonchan is similar; those are not boxing gloves but rather its actual hands.
As for machamp’s pants, while it does indeed find its own belt over time (the belt is a sign of accomplishment, and thus, machamp go about without one until they feel as if they deserve one—at which point they fashion it themselves using stones, grass, and leather), it … is not actually wearing pants. That’s merely a hardened shell of skin covering its reproductive and waste elimination areas.
The Pokédex According to Bill 