I know Colette Peters have these in one of her books, but I'm not sure which one...
I've seen those several times before and have no idea how to make them, but would like to know too!
That's called quilling.
To do it, cut strips of fondant or gumpaste, bend them into the shape you want, and stand them on their edges to dry.
Texas Rose is right! I love making these. I use the Wilton fondant cutter to cut my strips so that they are all the same width.