How does a introvert or a "loner" come to get in a relationship?

I believe the question is self-explanatory. I feel like I’m at a point in life where having a relationship would be nice. But where do I begin?

I’m not really a “scene guy” into the whole
bar and get drunk every weekend thing or party till I
die. I figure at this living my life and wandering till
I find the right girl. But is there anything I could be doing maybe?

Also I’m 21, new location don’t know anyone really, and in the military drinking is the thing to do needless to say it is not mine.