Copyright protection is automatically given to works as soon as they are fixed in material form (ideas are not protected, only the permanent expression of those ideas). You do not have to go through any legal process or registration to establish copyright.
That said, it is still good practice to keep records and evidence of the artistic works you have created.You will make people aware of your claim to copyright ownership if you put the symbol © with your name and the year of publication somewhere on the work. This is not proof that you own the copyright, but it may prove helpful if you bring an action for copyright infringement at a later date.
You could consider sending yourself a copy of your work, clearly date stamped and by special delivery, and keeping the envelope unopened or depositing copies with a solicitor.
Although this does not prove that the work is created by you, it can still be useful to show the court that the work was in your possession at a particular time. This could help with an infringement claim.