Very good question indeed ! I googled in different languages, and even found how a stapler is made, but never how staples are produced. (Of course, the fact that "staple" has so many meanings is not exactly helpful when you google in English.)
There is one reference to a pattent - but no way to find the complete pattent on the web.
There are however a couple of (commercial) sites where you can find staple making machines. From the picture and the very limited explanation, I conclude that a number of metal wires are laid parallel, are glued together (one site specifies : with silicone glue)before the plying and cutting.
I just hope that someone else will know or find more. I will keep on searching a little more.