How do you connect to people???

I've been going to college for four years and feel that i have hard time making real connections with people around me. I feel terribly lonely. I don't know if the fact that I wasn't born in the U.S. has to do with it. I don't know what to do.How do you connect to people???
Some people have a hard time connecting with people in person so maybe you should try to find some people online. You could meet some of them and once you meet enough people it may help you connect with people better. I have some links below to some free places to people around you.How do you connect to people???
Have you ever tried going up to people and introducing yourself? Do you ever get to go out on the weekends like to the club? Do other people find you to be annoying? Do you have an annoying accent or something like that? Mabe you should try to work on yourself or find people who are somewhat like you.