Welcome to Conan Exiles!
Sounds like you guys are looking to clan up
1: You’ll each need to find each other in game.
2: Then one of you will need to create a clan by opening the menu and selecting the clan tab, you can change your clan name at any time so don’t worry about picking the best name right away.
3: Whoever created the clan will need to get right up close to the other two players, aim the cursor/pointer at them and hold down the interact button on them, it should give you an option to invite to clan.
4: Once they’re in the clan, the clan leader can go to the clan tab and choose to promote them to a higher rank which will allow them to also invite other members and also have access to things like clan vaults.
Hope that helps, cheers
Things to keep in mind:
Once you guys join a clan, all buildings now belong collectively to that clan, if anyone decides to leave or create their own individual clan they will no longer have access to any of the previous clans structures even if you built that structure yourself.
Be careful who you invite to your clan as they will have access to all your loot and be able to deconstruct your structures from the inside if they decide to.