I build them.
I can't say how tempting it is to end there, but I won't.
This is one of those perennial questions that all writers get and it's surprisingly hard to answer in a way that satisfies both the person who asked and yourself. But here goes.
The intial fragment of an idea for one of my stories or novels could come from anywhere, old research, a dream, a conversation at a con, two apparently unrelated words clicking together in my head. But that's not a story, that's a starting point. The real work happens when I take that moment, whatever it is, and start sticking bits onto it and asking, "well yes, but then what happens?" Or, "all right, that's cool, what else can I throw into the stew?"
Goblin + laptop isn't a story, but it popped up in my head as interesting combination of concepts. Make it a laptop that becomes a goblin and is the familiar of a sorcerer and you start to get there. Add that the sorcerer is a hacker who uses code to cast spells and combine it with a parallel worlds story where the worlds are accessed as you would webpages using the medium of the goblin/laptop and you have the seed of the WebMage books.
Where do you get your ideas? The idea of the month club? Burbank? Dreams and portents?