If you strongly feel that you have additional talents to share with admissions officers, you have the option of submitting supplementary materials along with your application. All colleges stress however, that whatever you submit must be minimal, to the point, and show a significant amount of talent or skill. If not, your submission could actually work against you (or so they say). The point being: do not send a drawing of your favorite anime character, or a video of the entire school play you were in three years ago, etc.
You can send an art portfolio (slides or digital images), a music recording, a performing arts sample (often a youtube video will suffice), or an extraordinary piece of creative writing or advanced scientific research. Additional school essays are not encouraged.
If you choose to submit something, be sure to go to each college's website to find out exactly what they will accept, and how they will accept it. It can vary hugely from school to school so be sure to follow directions closely. Some schools even have an early deadline for supplementary materials so find out about their requirements early on.
I personally have no experience with the music, performing arts, or writing samples, but as I plan to major in fine arts I submitted my art portfolio to all of the schools I applied to. Here is a summary of what I did:
-I checked every college's supplementary materials page so I knew what was expected first. I decided to submit my portfolio in CD format rather than slides (most accept both, and for those who did not explicitly say I called their admissions office to ask).
-I used my digital camera to photograph my best and most recent (the past year and a half) pieces of art under even lighting, and edited the images on the computer for color correction and cropping. Colleges generally expect 12-20 pieces in your portfolio, so I selected the best 20 pieces. As I have worked with variety of media I chose pieces that showed the breadth of my skills.
-I named the image files as numbers and copied them onto a blank CD. I printed a contact sheet of the images, and an inventory sheet with the images' numbers, titles, dates, media, and sizes. I labeled them all with my name and address (some also required my birth date) and mailed the CD, description sheet, and contact sheet to the admissions office at each school. Some schools only allowed 10 pieces, and others had specific formatting requirements.
If you submit supplementary materials to a school using the Common Application, you will need to fill out a short supplement on the website which includes an artist's statement and an additional letter of recommendation.