Short answer: You don't.
The characters are part of the save on the server that you play on. Characters cannot be transferred between games.
If you join a game at character creation, you can customise your own character.
If you join a game in progress you can play as any of the party members assigned to you (almost certainly one of the supporting cast).
You will be able to customise and respec characters after you escape the island, so you can re-create any character you like later on if you do join a multiplayer game that you were not part of from the beginning.
