Mostly by joining groups of people in social activities.

E.g. Going to the gym, doing some sports, attending meetups & conferences

You could also just go to a bar, it would work too but it'd be more difficult generally. Shyness also doesn't make it happen in a bar.

Some important factors to form friendships are: spending often time together, overcoming challenges together and having common interests. So look for activities that involve these factors. As you can now see, sports are good at this.