Since HCN is not found naturally, it must be manufactured.  There are several different ways to make HCN, 

Two ways that are easy to do:

One way is to pass electric sparks through C2H2 and N2.  The combination of these two compounds forms HCN

C2H2(g) + N2(g) à HCN (g)

Another way is by the action of HCl on a metal cyanide, one example of that is

KCN(s) + HCl(aq) à KCl(aq) + HCN(aq)

Since HCN has a lower boiling point than KCl you can evaporate the HCN from the KCL and then collect the HCN gas.