Do some research here or elsewhere on the internet, please. These can be picky fish. You'll find that CBB's are worm eaters. Live foods are more healthy than frozen which is more healthy than freeze dried. The CBB's will usually also eat more/sooner/better in that same order. If you are having difficulty getting the CBB to eat add garlic to the food.
Live blackworms are mostly available via online. Do an internet search and you'll find the sellers. It is unusual for a LFS to carry them. This is probably the single best food for CBB's.
Whiteworms are another good food source. You'll probably have to order a culture on ebay (
amazon seems overpriced on this one) or possibly your local garden center.
Bloodworms can be hit or miss, but they are also decently healthy for CBBs. I just buy frozen at my LFS.
Clams are a good food. Yes, they are usually available at your local grocery store of seafood market. Buy live clams or mussels. Just split the shell open and drop into your tank. A single littleneck clam is a good place to start. See how long it takes before it is gone. Paul B. likes to buy chowder clams (generally cheaper by weight than other types), freeze them, and then shave off bits to feed his CBB.
Other than that, generally Rod's or Roger's food will be a nice mix that will give your CBB options, and will likely contain something that it likes. Get at your LFS or online.
It's always worth trying pellets and flakes. If the CBB eats them then it makes things easier. But still give the CBB the above items for maximum health.
PE mysis is a good food too. My CBB loved it and brine shrimp (live, if possible, or else frozen).
Depending on what other fish are in the tank you may end up considering a CBB feeder. You can start with a simple worm cone or customize one with a capped pvc tube with holes drilled in it.