Alliances are made thanks to the marriages. Thanks to the wedding with the prince/princess, you gain favour of its direct sovereign, usually brother or father. During looking for a wed, check who is his sovereign. Look carefully also on the flag color, the alliance will be made only when it's blue (screen below).
When you decided on the wedding (House: Marriages), the alliance will be made in the day of wedding (not in the day of signing an agreement). Remember of course, that the allies can be treacherous: they can refuse to support you. Alliance ends when one of the sides dies, there is no possibilities to cancel it earlier (there can't be even a war). So wedding is not only a good way to increasing your military potential but also protecting of your backs.
Of course you can look through alliances in every moment: you just need to click on the character's profile and choose the bookmark Allies (screen above).
More information about wars you can find in the chapter Military. As there are few types of wedding, it's worth to look to the House: Marriages also.