Well, for SSBB, your FC is given to you when you first login. Otherwise, you can check it by going into the Play With Friend option and then Friends List.
From there, just post your FC in the SSBB FC exchange thread (up above). Then, go through the thread and start typing forumites FC's into your Friends List in SSBB. Once you add them, send them a PM (through this forum) to let them know that you added their FC and that they should add yours. Once both people have each others FC's uploaded in SSBB, the two people can play each other.
Essentially, the whole system is a big time-wasting, tedious joke. The concensus is that it is hoped that it will be removed someday.
However, for this game, it's pretty much necessary as the Play With Anyone option is an even bigger joke. That mode isn't even worth playing.
So long story short, start building a Friends List and play friend games. Hang out in the forums, get to know people, and friends matches will become even more fun.