As far I know they come from accelerator collisions, but I have read confusing things like magnetically focused. How could neutrinos be guided magnetically if they aren't affected by the electromagnetic field?
I would like to have a better idea of how neutrinos are emitted.
The basis of all neutrino beams is a less exotic (protons most of the time) beam smashing some mundane target and making scads of assorted particles---many of them charged. Those charged particles are focused (and possible subjected to a second filtering for energy by using collimators and more magnets, though this step is not being done at CERN), then they are allow to fly for a while during which time many of them decay, and the decay products include neutrinos which are well collimated in the beam direction by the Lorentz focussing. The un-decayed particles are stopped with a thick pile of something that the neutrinos go right through.
The particles that are most interesting for this purpose are those that decay only by weak processes. Both because it takes more time to focus them that strong-decays allow, and because weak interactions are necessary to make neutrinos.
So mostly we have $$ k^- \to \mu^- + \bar{\nu}_\mu $$ $$ \pi^- \to \mu^- + \bar{\nu}_\mu $$ and several other channels (or the charge conjugates, of course (or not and because the horn selects for one sign)); end-state muons subsequently decaying as $$ \mu^- \to e^- + \nu_\mu + \bar{\nu}_e ,$$ but we arrange the decay beam line so that few of them do this before reaching the beam stop (which means that few of the products end up in the final beam as decays from rest are isotropic).
