I have dicided that i want to leave my common welth and want to join a new one, how do i do this.
If you want to you need to unlock transmission hub for humans, I'm not sure of the other ones, and then choose annex colony with the new commonwealth's charter code, which you can ask about. I would recommend looking around the forum as people often post in the commonwealth section. The leader has to accept you for you to join, after.
Join NOZ for a friendly My Colony community: https://discord.gg/tsBg6Ec
Are you in a commonwealth or are you your own commonwealth, meaning are you independent? if so you can't switch your colony from independent to being under a commonwealth.
if its the first scenario then it´s indeed like TradeFed says you build the transmission hub or deep space transceiver (for zolarg) and fill in the chartercode of the commonwealth you want to join.
Easiest would be to choose one who is part of a federation, they have discord and offer more interaction and help with the game. You have the FFF and NOZ to choose from, check this forum to see which one you like.