To join a gang you must go to the gang headquarters, there are multiple gang headquarters located in Los Santos, Las Venturas and San Fierro. They will all have their own unique icon on the minimap. To locate a Gang Headquarter you can type the command /gps while being seated in/on a vehicle, click the gang you would like to join and make your way towards the waypoint on the minimap. (On /gps each gang will have the word "Gang" infront of it.) Once arrived, step inside the spinning '$' icon and pres LALT (Left Alt) on the keyboard.