Normalmapping is a form of bumpmapping, the main one actually.
They're textures that contain normals encoded as pixels that are mapped like regular textures that add detail without extra geometry.

Create a grey scale image with RGB 128, 128, 128 and in Photoshop you can lighten or darken areas you want to appear as ridges or valleys. Then stick the image in the bumpmapping channel of your material.

If the normalmaps in Far Cry you're talking about are a blue color that means they're encoded for the graphics card. If you need need these type of maps, nVidia has a free tool that generates these maps from greyscale images.