How do I create/find .cpg files after creating a shapefile in QGIS?

The .cpg file is optional.

It is used to specify the code page (only for .dbf) for identifying the character encoding to be used (for example to encode utf-8).

It should not be a problem for the one who gets the shapefile to open it without .cpg-file

For further information https://en.wikipedia.org/wiki/Shapefile

But if you really need that file. just open a texteditor and write "UTF-8" into the first line and save it as "shapefilename.cpg"