It really depends on what you are asking. If you want to know how you can take a cheese that already exist and flavor it, its a tricky, but not impossible task.; most of it involves either soaking it in a liquid (say, wine), or covering it with some sort of either wet (ex. a paste) or dry (ex. leaves) flavoring agent. The important thing is to remember that you have to leave it for a period of time to age, so that it can soak in the flavoring.
If you are looking at making your own cheese and flavoring them, I'd suggest picking up one or two books on the subject. They are quite technical in details, but useful for home use. The flavoring part, well, some will include those recipes, but some you'll just have to figure out on your own :P Its a pretty experimental area, in my opinion, so learn the basics and go from there.