How do you get the car if you are the cosigner and making the payments?

As the cosigner on the contract, you are an equal owner of the vehicle. You cannot steal your own property. But, if you choose to simply go and pick up the vehicle, contact local law enforcement to let them know your intent and the reason so that when the party who currently has possession of the vehicle comes out to their empty driveway, LEOs know the vehicle was not stolen.

You might be required to get a notice or order from your local court, possibly a writ of repossession. Contact the clerk's office of your local jurisdiction and ask; they will likely be happy to help you with this info.

Your other option, if you do not want the vehicle, is to contact the finance company and discuss possible voluntary repossession. You may need to seek legal assistance to have your name removed from the contract, and be prepared to show/prove you made the payments and the other party did not.