In The Elder Scrolls V: Skyrim for the PC, PS3, and Xbox 360, the College of Winterhold is essentially the Mages Guild from previous games.
To join the College of Winterhold, travel to Winterhold and go to the College of Winterhold. Speak to Grand Teacher Tolfdir. He will offer you the “First Lessons” quest, and once you complete it you will be a member of the College of Winterhold.