Any time you make something, you have a copyright on it.
You have a copyright on the comment you just made, for example. And I have a copyright on this reply. It just magically happens once you create the work.
You can give your copyright away (for example, allowing Lemmy to publish your work on other instances or show it to others). You can also sell your copyright; when a publisher buys a book from an author, they actually buy the copyright to the words the author wrote (and thus the author loses their copyright over the work).
This goes beyond just words - pictures and whatnot have the same inherent copyright.