Probably the most direct way to go about it is by signing up for a frequent flyer program through a particular airline. Simply call the customer service number and I’m sure an automated system will eventually take you to a customer service person who will get you signed up.
One warning, though: ff programs are designed to induce loyalty to a particular airline. You end up saying, “well, a ticket on Carrier A is cheaper and more convenient, but if I fly Carrier B I’ll get to rack up more miles.” Do this often enough and you’ll have a lot of flights that are more expensive and inconvenient than you’d have otherwise. On the other hand, if you accumulate enough miles on your ff program, you’ll get a free flight every now and then. Sometimes you’ll have to do a lot of math to figure out which is the better deal.
Thom