How an agency makes a rule
Most of what agencies actually do to you happens through rules, and rulemaking follows a public process designed to let you weigh in before a rule ever binds.
It starts with a statute
An agency can only make rules Congress has authorized it to make. The enabling statute sets the boundaries; a rule that strays outside them can be struck down.
Notice-and-comment
Under the Administrative Procedure Act, the agency publishes a proposed rule in the Federal Register, opens a public comment period, then publishes a final rule that must respond to the significant comments it received. This is why the Federal Register matters: it is where the public square for rules lives.
Then it can be challenged
A final rule can be reviewed in court for exceeding the statute, ignoring the record, or being 'arbitrary and capricious.' Congress can also overturn a recent rule by joint resolution under the Congressional Review Act.
Where to watch it happen
Every proposed and final rule appears in the Federal Register, the same official feed that powers the 'recent actions' list on each agency's page here. Following an agency means following its Federal Register output.