I used to have a machine but it no longer works. I see a small one at I believe Target or WalMart for about $30.00. I do not think there is a way to make it without a machine. Do what I do, go to Starbucks.
a cappuccino is made by combining espresso with frothed milk. i think it was called that because the color of the coffee looks like the color of the habit worn by capuchin monks. anyway, if you don't have a machine with a steam nozzle to froth the milk, try using an immersion blender. you can pump some air into some cold milk to try to froth it. then spoon the froth over espresso and there ya go.