Try to learn much about directing, editing, lighting, cinematography, writing, etc. as much as you can. Some people do this by going to film school but if many learn on their own just by trial and error, the internet, and books.
Make short films. Practice and keep at it until you can make respectable short films that you can enter at different festivals. Win some money.
Try and get a job as a director's assistant, director shadowing program, intern, etc. to get some hands on experience. After you're highly experienced at making shorts, try and make a feature full length. Spread the word about it as much as you can through festivals and advertising.
If you're lucky/talented you will get noticed. Someone will offer to work with you, small companies, or maybe even large production studios. You can get contracts with commercials, tv shows, and eventually movies.