I you haven't found clay already, deposits of clay are commonly found in temperate climates. Go ahead and dig up a bunch. You can also craft a flint shovel or two to speed up the process. For molds, you can use any kind of clay.
1. Select clay in your hotbar
2. Look at the top of a solid block and press Shift->Right Click to open the clay molding menu
3. Once you selected a recipe the clay molding grid will appear. To craft you must fill (right mouse click) in all the green marked voxels to place clay and remove (left mouse click) any clay blocks outside of the grid, which are marked orange. It's helpful to press 'G' to sit on the ground while crafting with clay molds. Also, you can press 'F' while crafting to access the tool menu that will allow you to place more or less blocks with each click. The last option in the tool menu also allows you to quickly duplicate layers of clay.