How do i make alliances?

You must be at "Friendly" or "Close" relations with the race you are trying to ally with.

And then you do it through the trading screen.

Click on Alliance on the left side (near the top of the list), and the othr race will tell you if they want to.
If not you can sweeten the deal with some tech or a trade good.

But, I have never seen the option for alliance show up with anything but a close relationship, except with the minor races. With minor races you can make the alliance with friendly or better relations.