Ok, I'm asking this before I really have a complete idea of what it is, but I want to write a short story about an agent, SCP-035, and the Foundation in general. Yet can I write this and where would I post the story?
We have Foundation Tales where stuff like this goes, so the short answer is yes. Choose a page that has not been used yet, make the page, link it from there, etc. Be aware that like articles, Foundation Tales undergo harsh scrutiny and can be downvoted and deleted as readily as SCPs.
So go for it!