Ubuntu uses udev so you don't need to execute the mknod command in those instructions.

As mentioned, mdadm is well documented as doesn't care whether the devices are hard disks, usb drives, or even LVM partitions. Examples:

Create a mirrored partition:

mdadm /dev/md0 --create --level=1 -n 2 /dev/sdb1 /dev/sdc1

4 disk RAID 5:

mdadm /dev/md5 --create --level=5 -n 4 /dev/sdb2 /dev/sdc2 /dev/sdd2 /dev/sde2