You have to lead an alliance to start a raid, it's only 5 mil thor to create your own.
You also have to move the toons you want to use in raid to the raiding party section which you can do inside the platoon settings. Open the toon you want to use, then choose Raiding party from the drop down menu on the upper right corner. The toons must be fully healed to add to the raid.
Then you can click on the raid icon on the left side of the screen and then click on raid to start the raid. You can only use the toons you put in the raiding party during the raid.