Hi I have a J-2 visa. I'd like to serve in the coast Guard but in order to do that I need a green card. What,How,Where,when?

There is no direct path from J nonimmigrant status to a green card. Most individuals obtain a green card through an immigrant visa filed by a family member or employer. Have you considered the Army? The Army has the MAVNI program which allows aliens to enlist and has an expedited process to citizenship.