Just sometimes, some more frequently than others. And some don't even have one. Some just do art, too. And then others who don't have enough skill for either yet just write, if they're good at it. (That last one is me)
Legit, the only prerequisites for being a furry are A: thinking anthropomorphic animals are neat and B: Self-identifying as a furry.
A lot of furries, like Nemo said, have something called a "fursona" which is basically an anthro animal that is a representation of a person. Kinda like what you would want to be if you were actually one. It could also work as an OC, too. It's a very fluid definition.
I'm pretty sure that sums most if the big things up. Lemme know if you have any more questions.
