No meaning to step on Miss Stella's toes, buuut... (lol)...
Pretty much, you look into the OOC of a game that is currently running (the ones that have dates of postings that are the same as or very close to teh date when you look into them are usually active), and follow what the Original Poster of the game, whom we usually call the GM or Game Master (since nine times out of ten, they're the one who came up with it, so it's effectively their RP), says to do to join,.
It's usually a good idea, however, to post in the OOC (Out-Of-Character) thread associated wth the RP in question, a request or expression of your desire to join that RP. The GM will usually be the one that the current roleplayers defer to to say whether it's alright or not.
Questions?