Listing taxonomies from custom post type

There are plenty of functions for grabbing the data you need, a quick look at the Codex function reference reveals many useful functions you can use to build this.

Use get_term_link to get the link to that terms archive, and wp_get_object_terms to get the terms of an object/post.

To get all terms in a taxonomy use get_terms

You’ll find examples on each function page, e.g. displaying all terms in a taxonomy and linking to them:

$args = array( 'taxonomy' => 'my_term' );

$terms = get_terms('my_term', $args);

$count = count($terms); $i=0;
if ($count > 0) {
    $cape_list="<p class="my_term-archive">";
    foreach ($terms as $term) {
        $i++;
        $term_list .= '<a href="https://wordpress.stackexchange.com/term-base/" . $term->slug . '" title="' . sprintf(__('View all post filed under %s', 'my_localization_domain'), $term->name) . '">' . $term->name . '</a>';
        if ($count != $i) $term_list .= ' &middot; '; else $term_list .= '</p>';
    }
    echo $term_list;
}

Though that example could be improved greatly by replacing the hyperlink code with code that uses get_term_link.

There are other useful functions such as wp_list_categories but that function is not as flexible and limits you to a dropdown box or list rather than whatever arbitrary markup you’d prefer