Just wondering...

Does anyone know why our government doesn't actually make money?

I'm only 27, so I haven't been following politics closely till a few years ago so I'd just like to know if there is some law against it or something.

For example the state of Illinois has the lottery. The state of Illinois has a business that generates money for the State. Obviously the system is full of corruption, but I didn't know if the government can or does do that on a federal or national level to make money, or if their ONLY source of income is taxation.

The reason I ask, is that I hear a lot about how candidates and congressmen would use the money we have, but not anything about making new money somewhere. Is that too Communist? Government businesses?