If you would like to be a leader of an Alliance or strike out on your own, tap the "Social" icon on the bottom right coner. Then tap on the green bar that says “Create an Alliance” to begin the process.

From here you can select your Alliance’s icon, give it a filter-approved name, select its location (or choose international), and provide a filter-approved description. 

Creating an Alliance costs 10,000 Coins and you cannot create an Alliance if you are already a member of one.