To have friends, one must try to make friends. This means getting out, engaging socially with others, and just being friendly. Once you have some friends, it shouldn't be too hard to tell which ones are close friends and which ones are less close. Close friendships tend to develop over time, so try to keep that in mind.
I believe you can find a true friend anywhere, but you've got to look... just make sure they are nice and treat you kindly etc.