There are multiple ways to create an Address Locator, all using ESRI software. For instructions on creating an Address Locator, please refer to www.ESRI.com.
Once the setup is complete in ArcCatalog, you will need to link this Address Locator into ArcMap.
Tools > Geocoding > Address Locator Manager
. The following window will appear:
Address Locators
from the drop-down menu, choose the locator that you setup using the steps above, and then click . Your address locator will now appear in the grid: