When you are with others whom you want to connect with, or even just those you want to be polite to, try to intentionally direct your focus at whatever others are focused on. This can be simple and concrete such as when watching a movie with others. It might seem like it goes without saying, but it is pro-social to remain focused on the movie. 

If the group is conversing, then remain focused on the conversation broadly, but more specifically stay with the topic. If someone is telling a story, try to intentionally engage with the story as much as possible. Imagine all the scenes being described and keep your attention on the person speaking. 

Shared focus is an important kind of togetherness that helps connect people. Being focused on different things undermines that social connection and prevents you from enjoying a shared experience with others. 

The challenge here tends to be anxiety, generally, which is often experienced as a kind of nervous boredom. There is a tendency to want to disengage. It is best to purposely refuse to disengage and instead be even more resolute in focusing on the common topic or activity. This will tell everyone around you that you’re with them, you’re sharing the experience, and you enjoy their company. 

Turning away, looking at the phone, or otherwise focusing on something else will tell others that you do not want to be with them. It will comunicate dissatisfaction with the group. It will prevent others from connecting with you. It may be less comfortable in the moment to sit through a boring movie or conversation, but it is worth the effort in order to communicate to those around you that you want to enjoy their company while they are with you.