It's been a while since I've messed with shaders in DBP or GDK, but I'm fairly certain what you need to do is set the objects second texture stage. In DBP it's something like this(note: haven't tested):
load object "./object.dbo",100
`load image "./diffuse.png",100,1 `Use if model has no base texture
load image "./normalmap.png",200,1
`texture object 100,0,100 `Use if model has no base texture
texture object 100,1,200 ` set second texture stage(1) to normal map
I think thats a safe bet since I have never came across a normal mapping shader that doesn't use the second stage for the normal map. Not saying there aren't any, but I've never seen any. As far as I can tell, all of these commands are supported in GDK, albeit slightly different syntax, but I'm sure you know the drill
Hope this helps!
Randy
Oh, and as for making normal maps, If you are familiar with The GIMP, there is an excellent normal mapping plugin that lets you use a grayscale image for generating simple normal maps. A google search for "gimp normal map plugin" should locate that. If you are wanting to make normal maps from 3d objects, however, you will need to learn retopology techniques. I know many that have suggested ZBrush, but I have never used it myself.
Edited some typos