you leave the player corp you are in then enlist with a faction and it will put you in the npc corp of that militia.
I do strongly recommend joining a player corp though if you are new. if you are looking to join caldari or don’t care the main corp in my alliance is focused on players new to fw. if you want to join another faction you can normally find a corp once you join in the npc corp and just ask around in the militia chat.
the cal/gal WZ is normally more active but amarr and minmatar are still fine to join. no matter who you go with you can always feel free to mail me in game for any questions I love helping new players in FW.