One piece of advice is to not focus on making close friends. They're important, and it's really nice having some nearby, but it's not really any easier to make a new close friend than to start any other long-term relationship.
Instead, just focus on (a) meeting as many people as you can bear and (b) establishing membership in a few groups with regular activities.
The latter is more straight forward, and can accomplish the former. There are lots of options: signing up for a sports league, taking classes (art classes, exercise classes, continuing education classes, whatever), going to a board games meetup group, joining a volunteer organization, join a church (or whatever) if you're even mildly religious. Friendships, like all relationships, are built on shared interests and repeat interactions.
You can also meet a lot of people without joining any groups, although it's easier if you're the sort of naturally sociable person who can strike up a conversation with anyone you're around for more than two minutes. Besides the obvious (go to places there are people, talk to them), or the "run for political office" strategy (it gives you a reason to go and introduce yourself to a few thousand people in your area), there's also the reverse strategy, where you establish a routine.
Pick a few activities to do yourself, and do them on a regular, predictable basis in public. Go for a walk or a run every day at the same time, on the same route. Go read at the library or a park a coffee shop at the same time every week. Go to a farmer's market every weekend. You don't need to schedule your entire life on a recurring basis, but by just keeping a regular schedule you will make yourself more visible, familiar and approachable to the people around you, and they'll feel comfortable saying "hi" or introducing themselves.
While meeting lots of people and joining a few groups can lead to finding a few close friends, it's also a big help in itself in alleviating the isolation which comes with moving to a new place. You'll be surprised at even the difference that just introducing yourself to a couple hundred people makes. Suddenly, everyone around you isn't just one flavor or another of "stranger"; you know their names (or at least, some of them, depending on your memory for names and faces), and they know yours. You've been introduced, so now you can wave or say "hi" or comment on the weather without it being weird.