During the first 3 chapters, you can only play for certain factions, which will be automatically set by the game.
After completing Chapter 3, you can choose your own faction. To do so, press on the Faction icon in the game's lobby, to the right of your character's head. You will receive cards corresponding to your chosen faction from most sources of rewards, including chests and booster packs.
IMPORTANT! Upon completing Chapter 7.2 and entering June's plane, you will receive cards from all three factions in rewards.