When you click on the Characters tab, it takes you to a media section of all the existing characters that other people have submitted. You can click on the "Add Media" button in the upper right to add your own. Select one of the site categories to add it to - most people use Public Showcasing but you can put yours wherever it fits best.
Then upload an image to be used for your character.
From there you can edit the character to add in all the biographical details by viewing the character and clicking on the "Edit Tags and Fields" button near the bottom!