I'm not sure about mythological figures, but I asked about historical figures a while back and this was the response I got:
"Regarding OCs based on real people, we do not permit them even if they are dead. We recognise historical retellings as a valid genre but real people shouldn't be uploaded because they aren't OCs. That said, roughly in line with our canon character rules, if you were to make a character based on a real person but is just an inspired OC with a different name and identity, this would be fine."
So you can take inspiration from a real historical figure, but you can't for example upload Alexander the Great as a character because Toyhou.se prohibits uploading real people (even long dead ones) as OCs.