40d:War

War is a specific state you are at with another civilization that may either be present at embark or be caused during fortress mode - more or less accidental ;) - by certain incidents. A proper war will be signaled on the embark screen with, duh, "WAR" and will be denoted in-game on the civilization screen.

You can be at war with any other race, but not with dwarves.

Starting out at war on embark can be achieved by checking the available dwarven civilizations and the tiles they occupy (blue) for symbols that normally signify settlements of other races. You will then need to move the cursor into a region relatively close by and start your fortress there. If you move too far out (probably into the territory of another civ of that race?), 'war' will disappear.

The general state of hostility most goblins show towards you, complete with ambushes and sieges, doesn't even count as war yet. It is signified instead by "--------" on the embark screen.

Causing war

Remember that time you accidentally pulled the lever and flung that poor elf or human trader into the sky? Well turns out they got pretty annoyed, prepare for war! It may also only take a single diplomat's death to start a war. Not keeping to agreements, clearcutting forests, seizing whole carvans repeatedly, annoying elven traders by offering them wood till they leave are other meanswotrhth trying out to acieve that extra bit of fun.