To join a squad you must first build the Squad HQ. The Squad HQ can also house donated reinforcement units from your squad-mates. Units inside the Squad HQ will defend your base and can also be used to attack other players.
You can find a Squad at the Global chat. Commanders who need members, give an invite in it very often. But remember - if the Join button is gray, it means a few things - this Squad is full of members or you can join this squad only if you get invite. About that you can ask the members or a Commander of Squad what you like, at the Global chat.
To create your own Squad, push the button Squad on the left side of your screen. Then you need to push button Create. After that you need to give a name to your Squad, choose the emblem and choose which type your squad will be: open (any user can be able to join) or closed (users can join in your squad only after your consent).