At Mobilising Armies, you can start your army by doing the starting tutorial. You can start the tutorial by talking to the cadet by the entrance, he is between the entrance and the tent, just south of the bank, and will usually have a crowd around him on Mobilising Armies worlds.
During the tutorial he will guide you through the process of starting an army, this is the only way to create your first army in Mobilising Armies.
Clan Wars, Stealing Creations, etc
While these are not technically armies, you can compete in Clan VS. Clan battles in some minigames by having players join your clan chat, and challenging another clan. If the other clan accepts, then the game begins. Clan wars you will have to set the battle preferences before the war starts.