How to play when you don't know anyone?

I don't have an army or rulebook for any game yet. I do know I like the miniatures. I think I'd like to try to play but I don't know anyone. And I don't have any army yet. I would get a starter box but then what, without someone to play against it would be kind of worthless. I know there are some established groups at some game stores around here, but how can I play against them without an army. Basically am I supposed to just learn the rules and build the army by myself? How did you learn to play?