Click on the apply button on any host page, and if your project fits their criteria, they will approve it. (The apply button can sometimes be nestled under the actions button).
If you have a legal entity and bank account already, you can also set up your own fiscal host.
If you are an open-source project with at least 100 stars on GitHub (or equivalent other websites), you can apply to create your Collective under the umbrella of the Open Source Collective fiscal host.
To see your Fiscal Host options, go to your Collective Page, click on the settings button and head to the Fiscal Host page.