I typed a whole essay to realize he was asking about making a character, not loading one, lol. Anyways I shouldn't even be here after the last comment was 2 years ago, but if you still want the paragraph, here-
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Well, if anyone is here now, no, you don't need external tools to load mods, or addons, into the game.
Drag and drop the file (should be a .pk3, .wad, etc... not a zip, 7z, rar, etc...) into the "addons" folder and navigate to the addon folder in game to activate it. I believe that it's in extras, but I'm not booting to check.
You can also create subfolders, keep that in mind.
To remove addons, currently, you must close out of the game and reload it, and all addons will be disabled upon launch. Unaware if this can ever be changed due to my lack of knowledge on the modified DOOM engine SRB2 runs on.
You may also create an "autoexec.cfg" file to set the game to load addons automatically upon starting. It seems to cause preformance issues on startup but it clears itself out. To do so, add the "autoexec.cfg" file into SRB2's root, where srb2win.exe is (or whatever else it's called if you use another OS) and open the folder. Type in addfile and paste in the EXACT name of the addon, file extension and all. Say you want to enable an addon called Sonic_Bounce-V1.3.pk3. In "autoexec.cfg" type...
addfile Sonic_Bounce-V1.3.pk3
I think "autoexec.cfg" has more things it can be set to do, and I'm sure you can find said info elsewhere.