First of all - how exactly you've managed to use the game on your PSN account? The game is locked to the account it was purchased / activated on so either your friend is not able now use it on his / her own account or you've actually use it on his / her. Secondly - you should have copied the ARR game save and bring it over to your PS3. Finally - no, the characters are not stored (only) locally, once you'll login to your SE account (if you'll manage to do so though) you'll see your character(s). That's why you can freely moved between multiply PS3s, PCs and PS4s keeping your progress.