These characters can be added from the Add Character button in the World Editor.
Game Forge has 4 modes that you can choose in the main menu:
In the Play mode, you'll play some worlds that has been shared with the community through the Game Forge network.
In the Create mode, you'll create a world with the prepared tools in the World Editor. The mode will open a frontend where your creations are saved. The frontend has 3 buttons: Resume Last World, Creation Assist and Start from Scratch.