In the early game, you have to make your family or single character from the bottom. In late game you can ask if you can be a part of others families. You can add a character/family by following the exampe here.
After that you have to place your seven holdings. A guideline on what a holding is can be seen here. While building, you should also consider adding your holding to this list.
Now you're ready to rp. Begin already on day one with increasing relations with some families, make others your rivals and explore the world of PoMP.