Well, if it's a foreign name then there is no direct translation. For example, my name is Stuart and so that is written in katakana like スチュアート. It cannot be written in Kanji with that same sound unless you throw alot of random kanji together that mean nothing. The whole point of kanji is to provide the meaning, not the sound.
You could call yourself by the meaning of you name, for example, my name loosely comes from 'Steward' and so I could theoretically call myself 家令, where the sound is かれい but...that's not my name
