It's a terrifying thing, moving to a new city. And making friends is an even more terrifying prospect!
The best thing I can advise is to search out groups that fit your interests. If you love literature, join a book-reading club. If you love yoga, join a yoga class. If you love the gym, join a gym.
The most important thing about these steps is that you, yourself, must be brave. Whilst some people may initiate contact, if you want to ensure that people realise you're new then you need to make conversation.
I wish you all the best!