How was Captain Amercica's Shield Made If?

While the standard answer, canonically, is "something was added to it", there is a little secret. See, the most-commonly-used Vibranium (the type that was used in Captain America's shield) absorbs energy.

Exposure to temporary energy such as sound-waves of a specific frequency would effectively induce just enough energy to allow the molecules to move without the energy being absorbed permanently. This would allow the shield to be molded, shaped, and forged.

The best I can think of is that when you want to shape a metal object you heat it then you apply force to get it into the shape you want and then let it cool until it's nice and solid again. Since heat didn't do anything, they "heated" the shield with sound.

In the original comics, Dr. Myron MacLain was tasked by the government to create an indestructible armor material. He tried many things, but they all failed. As we was sleeping, an unknown catalyst entered the experiment, causing the alloy to bond. All MacLain knew when he woke up was that the experiment worked, but he didn't know how or what the unknown catalyst was. Thus, further attempts to replicate the experiment failed.

So, in other words, the shield was created pretty much by accident.

In the Marvel Cinematic Universe (aka the movies), it was never explicitly explained how Howard Stark was able to create the shield, but most likely he either discovered what the missing agent was, or was able to recreate the conditions to form the shield somehow.

Wakandan Vibrantium absorbs kinetic energy not heat. Thus is can be melted down (has an extremely high melting point) and molded using a mold of a disk to make the shield. This was shown by the fact that it is not Vibrantium ore but the refined variation which requires smelting