I would first ask whoever issues building permits in your area whether a permit is required. If it's not attached to the house, and it's not an enclosed structure, one isn't needed here. At the same time, verify there aren't other requirements, like zoning setbacks or easements, to prevent constructing the pergola where you want it.

Check your HOA documents to see if the board is required to have you hire a licensed contractor please. Highlight here.

Check your governing docs to see if pergolas are even HOA approved.

Agreed with everyone else. Check your HOA documents to see what is in there first. What is allowed or not. And then also check with your municipality, to see what is allowed or not. A quick google search looks like Ocala, Marion county, and Florida have something to say about pergolas. You might want to check with the city first, they likely know the higher municipalities as well as their own rules. According to Ocala's site, this is where to go in person for permits and inquires: Customer Service Center (201 SE 3rd St., 2nd floor) There is also email available, but it might be easier for you to go in person with your documents/plans.