Gray Zone Warfare lets you join a server where your squad mates are playing. However, each server has a limited capacity for players from each faction. If you are trying to join a squad mate's server and the capacity of your faction is reached, you will be unable to connect to it, and the game will place you in a queue.
There are two options for you:
1. Wait until a slot on the server frees up. You can stay in the queue, and once another player from the same faction leaves the server, you will be connected automatically.
2. Agree with your squad mate to join a new server. Your squadmate needs to end the expedition they are in (ideally, in the base to prevent losing items) and return to the main menu. Once you are both in the main menu, start a new expedition, and you will be matched to a server with free slots for both of you.