What are you interested in? Hiking, video games, dance, theatre, shooting guns? There are meet up groups in nearly every area in almost every subject. Find a group that interests you and go to a meeting.
Then, to make friends, you need to show that you are interested in others. Ask questions and really listen to the answers. After you meet these people several times, find one or two that you click with and ask them to go for coffee or a drink. Maybe to an event that focuses on your common area of interest.
Take it slowly and don’t get discouraged if your first few attempts don’t pan out. Keep trying. Keep putting yourself out there.
One final note. You can build friendships and relationships, but you will still be alone in your skull. That means you need to like yourself and your own company. If you have problems in those areas or you are the victim of negative self talk, see a therapist or at least read the book Self Parenting: The Complete Guide to Your Inner Conversations.