Welcome to CyberNations!
To create an alliance, go to "EDIT MY NATION" under the "Main Menu" section of the toolbar on the side. 4 rows down, you'll see "Alliance Affiliation". There should be 2 options. "Join Alliance" and "Create Alliance". This will allow you to create your own alliance.
Also, I'd say start a discord channel as well. Most of the diplomatic scene takes place on discord.