You can select them when you're first choosing a server.
World of Warcraft also has some very popular roleplay servers where players are expected to speak and behave as their character would. It's a very different experience, as you'll treat World of Warcraft more like a Dungeons & Dragons campaign. If you're creative and like the idea of taking your immersion in the world to the next level, RP servers are a great deal of fun. You can select them when you're first choosing a server.