How the fuck am I supposed to go out if I don't have any friends?

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I used to live in this other smaller city during my years of high school. The town was kinda boring but my social life was pretty decent. I still go there sometimes and I always get together with friends and have a great time.
The thing is I been attending college for four years now and I haven't been able to bond with people as well as I did in the past so I don't have real friends to go out and I'm really tired of spending every night at home.
Should I like, go to a fucking club and talk to random people? What the fuck? I don't know if I can do that!
It gets difficult to me to speak to people as I have social anxiety. Most of my actual friendships came out of sheer accidents and not from me just talking to people because. I feel that's always a huge step to make.

What do you think I should do? Have you ever been in this kind of situation? Help pls...