Get on the website and click launch game. Then log into your account and look at the worlds. Select the one you want and press enter. Place your colony. Not really that hard...
But I'm guessing you might mean what to do at the start of an era instead? In that case, it's always nice to be in a pre planned alliance but if you aren't then just request to be in a top 12 alliance from the start. Some tips,
Buy reds - They give you big advantages. You can get resources or just decorate your colony and avatar frame.
Vote every day - At this link for 35 blue tokens http://www.battledawn.com/?p=vote
Always boost workers before anything else - Workers give you score and power. 25 workers = 1 score.
Take as many resource ops as you can - Use spam squads to take them, they give you resources as evident by their name and increase worker growth.
Remember - Alliance Score = Combined score of all alliance colonies
1 crystal = 20 score
1 power = 10 score
1 relic = 1000 score
25 workers = 1 power
10 infantry = 1 power
10 vehicles = 2 power
10 tanks = 3 power
1 Alliance owned resource mine = 0.2 power for all alliance members. (Does stack)
Crystals are found when you reach 30 power.
And most importantly BE ACTIVE!