Soul Society is another plane of existence, like the real world is for me, or Hell. You can't simply walk to it. Once you die, a Shinigami leads your soul to Soul Society and there you have a second life.

[Once the thread is knotted, Ukitake quickly stitches the fabric back together, strengthening the hold.]

If your soul has a strong reiatsu, or spiritual presence, and a Shinigami finds you, you can be taken to the Academy and trained to become one.