I wish I could give magic bullet advice but it doesn't exist... but you have to go to events. For me to start with it was concerts, small/medium bands at local bars/clubs, the anxiety was unreal the first few times but I would always get there early and stake out the place and noticed that a lot of people were in my type of situation, just there to see music they liked on their own, I would talk to people outside before it opened/started or in the concerts on the sides to people on their own. Luck can play a big part, but eventually having friends leads to making more friends. Some people would even come talk to me during intermissions in the concerts which helped. I'm not talkative but I've noticed a lot of people, especially men are content with you asking questions, acknowledging what they say like you are truly paying attention to them is enough. Then they would get my social media or I would get theirs (I didn't have any at the time, yeah...) and go from there, don't get too needy but message them, chat a bit and try to meet up again at some point. This won't pan out every time and don't get discouraged by it.
I also developed an interest in fashion, and would have pieces that aren't completely out there but stuff I liked, enough to be interesting to people into that that would be enough for them to occasionally talk to me for a little bit, which went somewhere occasionally. And I would do the same to other people, it's a conversation starter. A lot wouldn't go further than that but it boosted social skills, self-esteem and such anyway. I literally just met a random girl one time that started talking to me once, went op shopping with her, she was real social so I eventually got introduced to other friends and acquaintances of hers which snowballed into having more friends. This type of thing gets better over time, and the more people in general you meet the more you meet that you click with and truly become friends with. Again though, luck.