You do not have to copyright art. Art is automatically and immediately copyrighted the instant you create it.
From the government website on copyright:
"Copyright protection subsists from the time the work is created in fixed form. The copyright in the work of authorship immediately becomes the property of the author who created the work. Only the author or those deriving their rights through the author can rightfully claim copyright."
"Copyright is secured automatically when the work is created, and a work is 'created' when it is fixed in a copy or phonorecord for the first time. 'Copies' are material objects from which a work can be read or visually perceived either directly or with the aid of a machine or device, such as books, manuscripts, sheet music, film, videotape, or microfilm."
Why that part is there is so you can't claim "That's my character, but I never actually drew it, I just had the same idea!" Once your picture is drawn, it's copyrighted. And it even states directly,
"No publication or registration or other action in the Copyright Office is required to secure copyright."
However, actively registering your works with the Copyright Office provides even more legal strength if you run across art thieves. You can register your work online and through the regular mail, but of course it costs money to register a copyright. And again, registering isn't necessary to create copyright (as copyright exists the moment you create something), it just provides benefits. Really, the only reason to register your works is if you're planning to use them commercially.
So, again, you don't need to do anything to copyright your works. They're already copyrighted. :p