-Take an acting class. Or an improv class, if that's easier to find. But acting classes address anxiety more effectively I think.
-Read "Impro" by Keith Johnstone
I've had social anxiety since adolescence and eventually learned how to pretend to be functional socially. It involved a lot of observing of others for whom this came naturally and forcing myself into social situations where I could practice. Eventually you find that the people you interact with can make all the difference between this being 'work' vs 'fun'. Then you seek out the latter as much as possible to form your social network.