If character is copyrighted it means you can't copy it unless you have permission from the person holding that copyright.
From a UK, and possibly also USA, law standpoint this is pretty much spot on.
People have a misconception that as long as they are not charging anything or making any money then it is not illegal to use copyrighted assets. That is not true, even if you refuse all money you can still be issued with an order for violating copyright.
On the up-side you are free to use any copyrighted material as long as it is for non-commercial educational reasons. So using other peoples characters and art is completely fine if you are just using it to teach yourself how to program.
So basically qngnht it looks like you are free to use those anime characters as long as it is just for yourself.