First, find a group you'd like to join by browsing the Explore tab - the tab second to the left. You'll find a mixture of groups - some open to new members, and some that are invite-only, where you'll first need to apply to join.
If it's a members-only group, you'll see the option to apply to join the group. Your application will be sent over to the host to consider.
If it's an open group, you'll see the option to join directly as a member.
After joining the group, you'll see the option to book upcoming sessions. Remember that you can only cancel a session up to 15 minutes before it starts, so be sure to cancel ahead of time if you can no longer make it. 15 minutes before session time, you'll see the option to join the live session.