How do our characters make history? By changing the fictional world in which they live. It doesn't have to be for the better either. Sauron in The Lord of the Rings made history in the world of that wonderful epic by being a tyrant and forging the Ring of Power. Frodo made history by defeating Sauron and destroying that Ring.
History can be changed in small ways, as well as the big ones, and even our minor characters should have an impact on our stories to justify them being in said stories! The whole point of any story is to show moments of change in the characters and/or the world in which they live. Sometimes that world can be a very small one - i.e. the world as it affects them and those nearest to them. Sometimes the world is on an epic scale such as Middle Earth and Mordor.
Those moments of change lead to conflict and so the drama beings. How our characters then act and react (and why) is what makes the history. It is also what is the story. And readers should be able to see why your characters act and react the way they do from the way you've set those characters up. There should be a logical progression. (Ironically this is true even if, say, Character A's behaviour changes out of all recognition because they've been "influenced", drugged or are ill. All of those three things are logical progressions, just not very nice ones!).