You've gotten some good answers already but I'd like to stress a point I haven't seen mentioned: It's easiest to make friends during downtime. By which I mean, time you spend with another person doing nothing in particular. Shared activities are not bad, but if they are too engaging (work, sport, even worship) there isn't time to get bored and find entertainment in conversation, wherein you can discover shared interests and build comeraderie.

You'll find a lot of Americans formed their closest friendships while in school (usually high school or college). I argue that's because there is a ton of downtime with your peers in those environments. Try to find similar environments where you are effectively "stuck" with a peer for an hour or more at a time. Hiking clubs are fantastic. Beginner art classes. Book clubs.

Beyond that, don't be discouraged. Some people will have a hard time getting over their own inhibitions about exposing themselves to new people. And many casual friends will fall by the wayside along the way. That is okay. The ones you keep will be worth it in the end.