Generally people who create artificial intelligence software license it out as a software and/or hardware product. There are some software engineers who are hired to create a.i. programs as proprietary software for business purposes such as market investing or insurance risk assessment and that software isn't made available to the public.
There are also cash prizes associated with the Turing Award, Loebner Prize and other competitions within the field of artificial intelligence:
If you live in the United States what won't make you money when it comes to developing artificial intelligence is making a huge a.i. breakthrough and patenting it because those kinds of patents get classified under the Invention Secrecy Act.