Seeing as only one person so far has given a correct answer, allow me to elaborate a little.
If you want to join someone else's roleplay, then you check if there are spots available and if there are, you post a Sign Up, which is basically like a Character Bio. Most RP creators provide you with a sign-up, so make sure to use theirs. If you get accepted, then you'll be shown/told where to start off, roleplaying in the style of a fan fic with very short chapters, if that makes sense. In other words, you write a story, not a script. Apart from that, it normally varies quite a bit between roleplays, so make sure you read the opening posts.
If you want to make your own Roleplay, then check out the others first to get an idea of how it works and then post your roleplay using the 'New Thread' button. If its a good Roleplay, it gets approved and will normally appear a few days later, for people to start signing up in :D
Apart from all this, I reccomend you read all of the section stickies at least briefly, not just the rules. Make sure you pay extra attention to those, though.
Hope I helped! (b")b