First, go to the Characters tab in the Hypernatural dashboard:

You can also visit https://app.hypernatural.ai/characters/.

Now click New Character in the top right corner:

This will launch the Character Creation Wizard, which will take you through a flow to create your new custom character. Here's a video walkthrough:

Once you create a custom character, you can use them in your stories! They'll be automatically selected for the story when they fit your character description or name, but you'll also be able to swap them out.