Foundry VTT is a self-hosted platform. This means that somebody is hosting a game on a server that they own or operate or rent. If you are not this person, you will need to contact the host for connection information. You will need an IP & Port Number or a Domain Name.
Once connected to the host's server, click on the Select Player dropdown, and click the username the host created for you. You may also need an Access Key before you can connect to the game.