In general, you use the standard rules for character creation. However, Dark Sun and our future/cyberpunk variant is slightly different. Still, for the most part, there’s no change.
For more specific guidance on types from the setting, see the Cypher Types page.
Races are generally not a thing in Cypher, but they are unique to Dark Sun (future) and D&D. Most of the time a simple description of your character will determine your “races”/species. Then it’s only a matter of choosing the right Descriptor, mechanically speaking. But there are Races as Descriptors in the Fantasy Genre section of the Cypher Corebook, so there’s that. There’s also our page Cypher Races for guidance on choosing Dark Sun (future) races.
But there is one additional rule when making your character for Dark Sun Future. Since this is a society that is nominally comparative to ours, meaning that they have an equivalent public education system. The GM should allow the players to choose 2 or 3 additional “skills”. These skills can be any non-combat skill, i.e. no Defense Skills (Might, Speed, or Intellect) and no weapon category skills (e.g. Light Bashing, Medium Slashing, Heavy Ranged, etc.).