How can a RL friend join my server?

[Rongway]

If I'm not mistaken you can generate a friend code on the Mog Station. If your friend enters that code they get a guaranteed spot, unless I'm misremembering.

That's not a thing.
Give them a friend code anyway so you get refer a friend rewards. But it doesn't do anything to bypass creation locks.

I recently started playing FF14 and joined the server Shiva.
A friend also wants to play so we can play together.
But he can not join Shiva anymore...

Is there a way that he can join my server?

None of the EU servers are currently categorized as Congested (see: EU server status). Standard worlds have no long term creation lock on the server. There can be short term creation locks that are based on the current server load, but your friend will be able to create a character if he tries at a slow time, such as very early in the morning.