Hi, welcome to the site.
Initiations are done in covens. You could also do a self-initiation ritual if you want to.
If you're worried about being an outsider because you aren't in a coven, it's fine. There are plenty of solitary Witches in the world, and that's fine. I've never been part of a coven (in fact, I've never met anyone who shares my beliefs), and I've found that most Pagans have been perfectly accepting of me.
However, like I said, if you'd feel more comfortable doing so, you could self-initiate. If you have any covens in your area that appeal to you (and you're of legal age to join one), you could look into that, as well.
Also, just remember to research, research, research. I don't know how much of a beginner you are, but if you're very new, you don't have to worry about covens and initiations yet. Learn about magick and find yourself spiritually first.