The very first scene of your game should include the Database Loader. If you have this added to your scene behaviors, you will see two lists on the right hand side: Equipment Slot Names and Initial Party. If you haven't already guessed, Initial Party is where you add your party members to create an initial party. Now, you don't have to start off with an initial party, but you MUST start off with Equipment Slot Names.
To add characters to your initial party, simply click on the + on the left-hand side of the Initial Party list and select ''Text' as the type. Then in the space provided type in either the name of the character (the one that you used in the Character Tab of the database) OR you can type in the character's ID (the ID of the character is that number next to their name in the Character Tab list.)