Ghouls can be created from caged prisoners in the Corruption Chamber. Skeletons, on the other hand, are created in the Necromantic Shrine, from one soul, 10 bones, a totem and some thread.
Actually, skeletons use leather, not thread.
Quick bit of head's up: There's some errors in the raws relating to ghouls. You can only promote a non-augmented ghoul(i.e. no four armed, two headed, or both) to Ghoulmaster. This can be fixed by popping into your raws folder(dwarffortress/raws/objects) and finding entity_evil_warlock.txt and changing this:
[POSITION:GHOUL_COMMANDER] => ghoul only squad leader
[NAME:ghoul master:ghoul masters]
[ALLOWED_CREATURE:WARLOCK_CIV:GHOUL]
[SITE]
to this:
[POSITION:GHOUL_COMMANDER] => ghoul only squad leader
[NAME:ghoul master:ghoul masters]
[ALLOWED_CREATURE:WARLOCK_CIV:GHOUL]
[ALLOWED_CREATURE:WARLOCK_CIV:GHOUL_2HEAD]
[ALLOWED_CREATURE:WARLOCK_CIV:GHOUL_4ARM]
[ALLOWED_CREATURE:WARLOCK_CIV:GHOUL_2HEAD_4ARM]
[SITE]
Sadly, you would need to generate a new world for the change to take effect. If you're messing in the raws to fix that, you may as well fix the ghoul upgrades as well in reaction_warlock.txt info for that can be found
here.
That said, after looking into the steward squad bug, I can't figure out why the hell it's happening. As far as I can see, there's nothing in the raws for the position that'd have it show up in the military screen. Granted I'm not really fond of how the Warlock military's set up period so I've been contemplating doing some tweaks to restructure it as a whole. Half-thinking of giving the Steward a squad in order to circumvent that bug as well as giving me an option for a non-combatant squad so I can make sure my warlocks have armor. Also debating on changing the Crypt Lord position to be unrestricted and removing the Ghoulmaster position altogether.