You always join a table as an observer. To become a player once you're at the table, you may be seated by the table's server or you can seat yourself. It is customary to ask the server before you take a chair. You may also ask to play before you join the table.
To join a table: first find a table that appeals to you, then you can do one of the following:
Double-click on the table shown in the lobby
Highlight the table in the lobby and click the Watch button in the Lobby toolbar
Highlight the table in the lobby and click on the Ask to Play button in the Lobby toolbar
Start a new table
Double-click on a message
Highlight a message, and click the Ask to Play button in the Chat/Message pane.
Highlight a message, and click the Watch button in the Chat/Message pane.