on amc.com. I don't know how long they have been up, but it is a 4-part webisode series called 'Cold Storage'. Each webisode is about 5 minutes long and presumably these will be new characters introduced this season. Like I said, maybe it is old news to everyone, but I had not seen them mentioned before.
are you sure they're new? they did webisodes during season one about the first zombie that Rick encounters
If anyone has XBox or a PS3 you should download The Walking Dead game. It's not a typical game but a side story and it's more like an interactive movie done in a cool cartoon style.