Open the game and click on the plus icon at the bottom right.
A pop-up menu will appear.
If you have steam friends playing PUBG at the moment, it will show their name. If they are not in an active game then a plus icon will appear beside their name. Just click on the icon to invite them.
If your friend is not added in steam then ask his/her PUBG IGN and in the pop-up, there is a search button, type his/her name, and invite.
After you all are in the same lobby, select the desired game mode, and enjoy it!