How to join a nation
As a town mayor you can join a public nation with command /n join [nation]. Keep in mind that your town has to be within 5000 blocks of the nation capital, or 1500 blocks of another town in the nation (nation range).
If the nation is set to private, ask a nation king to invite your town to the nation. The king has to run the command /n add [town] and the town mayor has to accept the invitation with /confirm. Once that's done, the town will be added to the nation.
Check out the nation documentation page for more information.