I am 19 still a virgin, shy, and depressed... any advice?

Hey everyone I am a 19 year old male who is still a virgin, sad, and depressed. I live in upstate new york where a lot of people smoke, drink, and party a lot. Im just not a smoker or drinker I respect my body and think its wrong. I noticed other guys on here having problems talking to girls because they are shy and I can relate to some extent but not entirely because I have been kissed before but never really had a true girl friend. I feel like a loser because I currently live with my parents, don't have a car to drive, and have no job. I am enrolled in a community college and take some online cles. I just don't know what the hell to do with my life and I think if I developed a good social life it would really help me out. I used to have some high school friends awhile ago but now I only have online friends which is something else that bugs me I wish I had one close friend in person. I am thinking about transferring to a 4 year school with my credits I will get to pursue a bachelors if all goes well with my current cles. I really wish I had a girl friend some times because I want a relationship and I have strong ual drives sometimes but nowhere to go with them. I have been doing research online about my problem and I found that confidence goes a long way to get a girl friend so I think I answered my own question but im not sure really. I just would like some advice for a dude whos in a 2 year college going to transfer probably to a 4 year school is a virgin, shy, depressed sometimes and is not sure what he wants to do in life. I really want to make this understood that I DO NOT WANT a girl friend for just I want a relationship with a girl I can relate too and love. I appreciate all advice or help it means a lot to me!