When you first log in, you will automatically join an "Official Alliance" with other beginner players, where you can learn the basics of Kingdom Hunter. As you learn and grow in strength, you can move on to join a User run Alliance, where you will be able to experience more of the game.
You can help out your Alliance members by sending them some of your resources. There is a tax that needs to be paid, so be sure to check before sending anything. Leveling your Trading Post will reduce the tax amount to send resources.
Visit Kingdom Hunter's Official Guide for more information about the game.