There are several ways to auto join channels.
For globally joining auto joining channels regardless of how you are connected to the server, click Menubar -> Favorites -> Add to favorite and mark the Join on connect checkbox.
Make sure Enable join on connect is checked in Menubar -> Favorites -> Organized Favorites.
When connected to a server from the Serverlist, you can add auto joining channels in the Channels or right-click the channel in the Treebar/Switchbar then clicking Add Channel or by using the /channels command.
When connected through Quick Connect, auto joining channels can be added in Options -> Quick Connect or in the Quick Connect dialog.
When connected through the /server command, channels from the Quick Connect options are used.