That's simple!
Go download the game, you might have to get the Mac version if you using a mac though. Now, simply 'Run and Save it' and do the usual, agree to terms, etc..
Then, open up your FeralHeart and login with your account, click the 'Create' button to make your character.
You can choose between a variety of markings, colours, manes, etc... Now, when your down with that click 'Done'.
Load your character, you should see the loading screen and come to an empty place called 'Lonely Cave'. There are four maps linked to it- all are full of great and friendly people~ And theres even more maps linked to those that are linked the Lonely Cave!
I hope this helped, and I hope you have fun playing FeralHeart~ X3