I'm a member of the auxiliary fire brigade in Zürich and I must say that it's a good way to socialise in urban regions, too!

Because of the professional fire brigade, we have not many emergencies (0-3/year). Basically we are mobilised when the professionals want to leave (fire control), or when the sh*t really hits the fan (dozens of flooded cellars), and for big happenings (Euro 2008, concerts). The traffic regulators and the medics in the auxiliary fire brigade have many more hours/year, so if you want a more time consuming hobby or aren't that much in shape, these formations are an alternative. You don't have to make a final decision upon entry.
We train on 10 evenings per year, participate on two local festivals and celebrate the end of the firefighter year together (hoping that no christmas tree goes up in flames afterwards

)
But things might be differently organised in Zug...
@ryan_britton: Ugh... I hope it wasn't a practical joke! I guess we Swiss are a bit on the slow side when it comes to humor! Your friend's coworkers cared more about how he copes with his new job and and if he is friendly than about humor, but it was impolite that they didn't smile! But it would be wrong if your friend never again would make a joke. He just has to wait until he know the coworkers better and they will make the first move (joke). It's possible that they have no sense of humor, though.
And this brings me to my advice for socialising with the Swiss. Many unwittingly demand a certain frequency or familiarity in a relationship to call it a real friendship, so the suggestion to join a club (and regularly go to club meetings) is a good idea. It hasn't to be a sport club, there are many alternatives.
Contact with neighbors is sometimes easy and sometimes not - I assume it's easier in an appartment building but it really depends on the neighborhood. Make small steps and you'll figure out soon if they're interested in spending time together or not.
Coworkers... I think potential friends are easier to make in the same age group and on similar positions in the company's hierarchy, the time elapsed since making the acquitanceship might be a smaller factor. Your mileage may vary.