If there is a specific town that you wish to join, when you click on the town, there will be a little 'arrow' to the left on the Town screen, which - when you click on it - opens up the 'Greeting' board of the town. Most towns will have the contact listed whom you should contact to ask for an invite.
You could also take over a 'Ghost Town'. (Not the Ghost Town - Quest Giver). If you click on any ghost town, you will be given the option to take it over. It takes 8 hours and 80 Energy (as well as a little money), but when it is complete, you get the whole town at your disposal, all ready built.
If you choose to form your OWN town from SCRATCH, you need to find a suitable plot. These are scattered all over the map and will look like empty building-plots.
Going down THIS route is a loooong road. It will cost you a LOT of money to build up your town, as well as a LOT of Energy and a LOOOOOT of time. You could always get friends to join you and help you in your efforts though.
Good luck and welcome to the game.