Hello, and welcome to flyertalk. Joining a frequent flyer program is free, so no issues there. Being in the UK, the 2 biggest one are British Air and Virgin. There are others. The key here is to determine where do you normally see yourself flying to on a regular basis, check which carriers fly there and that gives you an idea on where to join.

Once you join a frequent flyer program, start patronizing it, provided of course is within economical reason. Keep in mind that 3-4 flights a year may not be enough to qualify for elite status in the program.

You can earn more miles/points as you fly, the higher the cabin, the more points. You can also earn more with branded credit card as well. This is just the basics for earning miles.