Nut flour can be purchased in better markets, but it is simple to make your own if you have a food processor.
They can be ground raw, or toasted. Toasted nuts give a different (and I think better) flavor. Just be sure to cool your nuts completely before you process them. Heat brings out the nuts natural oil, and if processed hot, your flour will turn into nut butter. (If you want to make nut butter, by all means, grind you hot toasted nuts.) Any nut can be used.
Store unused nut flours in the fridge or freezer, and the excess oil can turn rancid pretty quickly.