I feel for you as it can definitely be a challenge moving from being single in your 20s, when everyone around you seems to be single, everything is new and it's easier to meet new people and make friends, to your 30s and 40s when suddenly it seems like everyone has settled down.
I really think that one of the steps to making a strong friendship group is first being friends with yourself, and filling your time with activities you enjoy because you want to do them rather than just to make friends. Choose an activity that you are interested in and can commit to, and something that you can get really into, not just do for a couple of months then get bored. Sometimes it's nice to have something that's totally different to your job. I think it's a bonus for wellbeing if your activity helps get you outdoors, but it's also nice to take a class to learn a hobby that you can do at home in the evenings. Something like a musical instrument, or sewing, knitting, cooking... Having something you really enjoy doing gives you a starting point for conversations, and also a good reason to get out there, even if just to travel to the town where you can get the best fabric/wool/seeds/whatever.
Of course, it's also good to do something that involves interacting, where you can't just turn up, go silently to a class, and leave. Having something in common means that you always have something to talk about with your friends. Bear in mind that it takes time to build friendships, and like any relationship they take work. Some of the people I know with the biggest friendship groups are the ones who not only suggest a fun get-together for drinks in an evening, but also are really good at noticing when they can help out. Being a good friend is often being the person who listens rather than talks.
Good luck finding something you love doing!