There's a button at the top left hand corner that should say (when you're in your friend's house-view Dream Pal Map) friend request (or something along those lines).
If you're asking for friending actual friends you have in real life... then you must have their Friend Code (Pal Pad) and have encountered each other in Wi-Fi at least once. Then the next time you log on to Dream World, your Dream World Map should have your friend's home...
