Answer:
Important: If you are playing on any other platform other than PC or Mac, you'll need to enable cross-play to play with friends on other platforms. This option is located under Settings --> Account --> Gameplay Privacy.
From the lobby, click on the main menu on the top left.
Click on Add Friends icon
Enter the Epic display name of your friend
Click on the Add Friend button.
You will receive a notification that the friend request has successfully been sent.
Once your friend request has been accepted you will see them in your friend list whether they're offline or online.