I'm going to assume you're referring to the red-name characters, so to speak. And yes, members do play them. Generally those who do were asked to do so by the RPG admins and whether or not they continue after the term is over depends on a number of factors, not in the least the member's own choice. Also, regarding if those accounts change, usually the main/canon NPCs (the House ghosts, the Willow, the house elves, Peeves, etc.) remain as such, but any non-canon/SS-canon red-name accounts occasionally do change if needed.