after you get high enough reputation and money in your faction you can talk to the marshall and ask for permission to siege for yourself. until that you have to help the other factions survive the war (which starts at charakter lvl 8)

Though due to the relatively large garrison sizes you are usually better off assisting your Faction lords/allies in Sieges. Because if I remember correctly, if you get permission to launch your own sieges and then retreat from one, you lose the Permission and take a significant hit with your own Factional standing, because they consider you to have "wasted resources"