If you're an adult who is out of school - through organized hobbies.

For me, I like D&D and other RPGs. I moved to a new neighborhood of my city this year and pinged the Discord server of a local game store to organize some games. I was able to get several groups of people together over the next few months, all of whom had a lot in common (gamers), and out of those groups I've made two good friends who I now regularly hang out with in a non-gaming way.

Physical activities that happen in a central location are also great. Rock climbing gyms, adult beer leagues and meetups for activities are some examples.

Basically if you're too socially awkward to just randomly start talking to strangers, try to find a setting that strangers show up to with the primary goal of wanting to do an activity together. Then use interaction during that activity to feel out people who you could be friends with.