There are two situations in this case, depending on whether you want to add your Musician / Entertainer profile to your Music Band / Group or if you want to add (join) it to someone else's Music Band / Group.
First you need to have a Music Band / Group profile and a Musician / Entertainer profile. If you don't have one, you can create one.
You need to go to the Music Band / Group profile you want to join with your Musician / Entertainer profile and click on the orange icon "Submit a membership request", then a popup window will show where you can select which one of your Musician / Entertainer profile you want to join to that Music Band / Group.
In this case, you only need to have a Musician / Entertainer profile. If you don't have one, you can create one.
You need to go to the Music Band / Group profile you want to join with your Musician / Entertainer profile and click on the orange icon "Submit a membership request", then a popup window will show where you can select which one of your Musician / Entertainer profile to join to that Music Band / Group.
After you submit a membership request the owner of that Music Band / Group profile will get a notification with a membership request. Only if the user accepts the request then your musician profile (you) will become a member of that Music Band / Group.
Read Profile Policy for more information.