At that age children mainly engage in parallel play, so they are playing alongside each other not really "with" each other. I think you need to separate him not settling from him not having any friends - that will come in time and there will be many changes of "best friend" between now and the end of school. Go back and check he's happy there and ask what they suggest to help him settle.
As wips said, I would talk to the teachers first. Tell them your worries and yes, ask them what they suggest. I find play dates v awkward with people don't know well - parents usually come with at this stage unless old friends, I think. The important thing is that he's happy in this setting. Does he enjoy it?
My son has started preschool in November because of his age, some children started in September and others in October. He started with a childminder 6 weeks before and another boy that stays with the same childminder goes is at the same preschool class, but started a month earlier. I thought that this would would make it easier for him and that they would become friends, but unfortunately they don't get on. I couple of times as I was dropping off DS at school the other boy said to me 'I'm don't want to play with David I'm playing with X' and on the occasions that I've seen them together the other boy is very dominant, takes the toys from him and I've even seen him poke DS.
It's fair enough that we can't get in with everyone, but from what the teacher as said and from what I've seen DS always plays on his on. The other children have formed friendships before he started and he his quite shy to try to join in. DS is still finding settling in difficult and cries everyday. I don't know what I should do to help, I thought of inviting another child for a play date but don't know how this works, as he is my first child. Do I invite the child and the mother to my house? I feel quite uncomfortable having to chat with someone I don't know at my house.