Same as when you're a kid, just different settings. You make friends with people you spend time with and have things in common with. As an adult, that's usually people like coworkers, neighbors, maybe in-laws, people at church if you're inclined that way. It's definitely harder as an adult, and the relationships tend to me more professional and superficial than the ones you remember from childhood, but it's not impossible. Having a common interest is the best way, better than physical proximity, so maybe take a class about something you've always been interested in, or volunteer to do something you care about. Last thing, read "How to Make Friends and Influence People" - It's eery how well that bag of tricks works.