My 5 year old twin sons have been at their new school for four months now, and they have made no friends. This is down to their own actions, at school they will only play with each other and want noting to do with the other children. If others come up to them they will both just run away. I even hosted a playgroup at my house with the children from their school, but my twins simply went up to their room and refused to come down. When I forced them downstairs and separated them they just cried in the corner. I love that my boys spend time together but I want them to have other friends to play with.
My son pretty much played solo until he was a little past 4, then the daycare people reported he just opened up. My understanding the whole time (we started getting a little worried after he turned 3) is that in the pre-school years, they basically play alongside as much each other as much as with each other, so when they are ready to include others in their play, they will. As long as he was playing and interacting with other people somewhere (i.e. us at home and when we went out), we did not worry about him playing solo at day care.
Another observation the day care staff made, which I appreciate much more now, is that my son would play by himself in one place, while the chaotic mass of daycare kids moved from place to place. I appreciate that more now because we (wife and I) like the fact that we have a fairly calm and pleasant elementary school child. (teachers like that too)
I moved to a new school district when my son was 6 and my daughter 5, 2 years after another move. Twice we started with no friends. But this isn't about me; it's just worked during those two moves.
I would suggest going to public places where there are lots of other kids. We have memberships to the local children's museum, the zoo, the "little" amusement park; at first, the kids just hung out with dad or each other, but the more we went, the more likely they were to play with other kids. It doesn't have to be fancy, a good McDonald's play area or mall might be enough.
There is also something special about twins. They probably are content to have each other. That will change, I imagine, within a few years; this doesn't sound abnormal.
The basic problem is that a twin brother or sister makes for an infinitely better and especially easier friend than all of those strange and unpredictable kids with their unfamiliar habits and ways of expressing themselves.
Single kids about that age have a strong drive to belong and thus are prompted to undergo the learning process of being social and interacting with other children, but your sons don't care to bother with all that difficulty, as they already feel perfect belonging.
My twin boys would tolerate other children joining when playing in the Kindergarten (at 3 years old), but rarely initiate contact, preferring each other. This prompted us to separate them into different classrooms (actually the default policy in many Dutch schools) when they started at elementary school last September. They were not too happy about it at first, but were okay after discovering they could see each other during lunch break and outside time. It took a while (also 2-3 months), but both started showing interest in the other kids, asking to be allowed to go and play with them. They also were much calmer and participating in group activities more when apart than when together.
I would suggest splitting up your twins only as a last resort, since after 4 months in school, it will probably be very difficult to do, as you're taking one of them away from all that's familiar in the school (and for some twins, this works out disastrously even from the start).
What I would suggest however is striving to get them apart from each other in smaller ways. Don't take them to the zoo to meet other kids. Take one of them with one parent and take the other somewhere else. In our case, it was often one going out with my wife while the other would stay and "assist" me with some repairs or other interesting stuff around the house. Make it clear that each will get their turn at favorite activities.
Don't reveal that the goal is for them to be apart. Ever. Focus on how they get one parent all to themselves for day, how you really need a good helper, etc.
If your sons have any differing interests, use that to again provide for some time apart. They will probably resist being in different sports teams etc, as it's not possible to take turns. But if you get them in social situations by themselves, they will eventually start playing together and making friends.