Get to Adventure Rank 16, and i believe there’s a quest with the Katheryn which unlocks Co-op mode. After you have that unlocked, you can select co-op mode from the Paimon menu and join other people’s worlds or start getting requests from others to join yours.
Note that some quests might not work with in Co-op mode and you might not be able to join some player’s worlds unless you reach a specific world level.
Also Note that players in your world can take resources like naturally spawning ores or farmable items like valberries, silk flowers, fish etc and you would have to wait until they respawn to get them if you need them for yourself. Similarly you can also farm materials from their world.