The first thing that you need to know if you find yourself in the distressing situation of wanting friends and not being able to make them; the first and most important thing that you need to know is that we ALL have had that thing called "social anxiety" and it is indeed quite uncomfortable, but it is common and you should not think of yourself as a weird creature or a sentimental defect just because you feel certain things. Believe me, most of the individuals you know have felt or are feeling what you're feeling at this moment.
But...some others seem to always be in control of every single aspect of their social lives, some seem to have a doctorate in making friends easily and keeping them right? You know you've seen them. Are these individuals problem-free? Nope, they are just socially smarter than others (maybe socially smarter than you at this moment?)
How to become one of those people? How to do so if they are born that way? Are you doomed to social struggles for the rest of your life?
Obviously you are going to have to push yourself into acheiving your goals, and at times it will not be completely pleasant, but you definitely train yourself into a change of social habits.
Think of it, you can become a bodybuilder, you could if you wanted to but... too much trouble to get there right? Yes, but you have that unexploited potential.
How to exploit your social potential successfully?
First of all you need to get rid of every inhibition that may be getting in your way. The common "What will people think of me?" "What if they don't like me?" "What will they say once I turn around?" That's the crap that will end up making you miserable if being more socially involved is what you seek.