Anybody with a Stack Overflow account can join a collective!
Visit the collective's page (by clicking on the collective's badge on a question page) and press the "Join collective" button. The collective will now show up in the left sidebar.
Alternatively, you can join a collective by clicking the "Explore Collectives" link in the left sidebar, and then clicking the "Join" button next to a collective listed on that page. (See the full list of collectives here.)