You can connect with players in a several ways:

- If you use Facebook, and you have connected your game to it, you will be able to see your friends online and challenge them to a Friendly Brawl

- You can use the friend invite link from the game interface: Social > Friends > Invite a friend!. The link can be shared on any social site, including the game's Discord.
Once a player uses that link, you will be in each other's friends list.