Making a character is totally cool, there's no permission required for it. Just go to the create new page option, and select the template for a character. You need to have at least three full categories, I believe, for it to meet standards.
Well, for most roleplays on the wiki, a majority of these roleplays are "free-join", meaning that you are free to participate in the roleplay without having to do anything extra in particular. Well, of course though, you would have to add your account name and the character's name into the roleplay roster to assure the others already in the roleplay that you are now participating.
As for other roleplays on this wiki, some are "ask-to-join", meaning that of course you will have to ask the creator of that roleplay if you could participate.
And as for the "private" roleplays, you cannot join those unless you are invited to.