Whoever told you to be careful with this phrase has misled you. There is no sexual connotation at all. Friends are friends - children make friends, classmates make friends, anyone can make friends. In fact, we use the term 'friends' to make it clear that a relationship is platonic. For example, if you say that two people are 'just friends', this means that they aren't in a sexual relationship.

Hello Sonia, I am not a native English-speaker, but during my 3 years of living in the UK, I have never heard the phrase "to make friends" being used in a sexual context. May I know where you got this information from? I only know that "friends with benefits" would clearly indicate a sexual friendship, but I am not aware of any "purer" way of expressing that you just made new friends. Perhaps as a small alternative, you could "I met some new people/ I got to know some new people ..."

"To make friends" doesn't have any sexual meaning. It means exactly what it says: you become friends with someone.

I think when yo say "to make friends " it prefers for general, because friends is plural, but when you say "I'm looking for a friend" then it could have a sexual meaning

There are few absolute or "pure" meanings. One reads claims and hears spoken claims in different contexts by different people. The term friends, like the term "relationships" can mean just about anything you wish. In fact, almost all terms concerning people can have a sexual nuance. Even a simple statement like; "I would like to know you better can have a sexual nuance." To avoid any misunderstanding, it can help to abandon the use of the word. For example, when I say that I am offering to be a "language partner" with someone, I am not suggesting a "friendship". When I refer to people, I can refer to them as persons, students, teachers, or even "acquaintances" or "associates" or "coworkers". I do not need to use the word "friend" at all. Similarly, if I want to suggest that I am very close to another person, I can refer to them as my "friend". Also, I can ask others; "Did you meet people?" or "Did you make any contacts with people?" This way, I can avoid all suggestions of intimacy between others.