With the Pro package and higher you can manually create member accounts on your site, using the instructions for this here. Alternately, there is a Public Registration page available with the Community package, to allow visitors to create their own member accounts on your site. This is only available with the Community package, and cannot be added 'a la carte' to another site package.
If you have a Community package you can add the registration page to your site using the guide here. When you add this page you can set your audience in the page configuration -- all member accounts that sign up via this page will automatically be added to that audience.