I'm very frustrated about what "research collaboration" is I cannot blame anyone but myself for this because i created an illusion of what "research" would be. In my case, i am a Computer Science Masters' student of a quite large university. I have met some people and started to visit the CS lab often. 

In my thoughts, i was hoping to find groups or students interested in collaboration. Instead, i found individuals working on their solo projects without a break. I can't stand a chance to explain my difficulties and share experiences. My advisor told me that his best works came from when he spent his time in lab as a student with other students. 

I know that is none's purpose to be there helping others out or work in my projects, but what is the meaning of the lab existence if not providing an environment to share experiences and helping others? 

So, for my point of view, i feel a little disappointed about that. I don't know if either i am quite anti-social or my lab isn't good. I'd like to hear some advices about start engaging with other researchers.
Collaboration is not something that can be forced. It is built on top of personal relationships, and requires some element of trust to have been established. The best collaborations emerge organically over time: really, the best strategy is just to spend as much time as you can working in the lab, talk to people, show interest in what they are doing, and allow relationships to develop.

Also, bear in mind that collaboration is a two-way street: both parties have to expect to benefit in the long run. You say that you are a masters student in a large university. From the perspective of a more senior researcher, this means you probably don't yet have enough experience or expertise to be particularly useful - or at least, you have not yet had the opportunity to demonstrate this. Again, the only real solution is to be visible, proactive, and give people an opportunity to see how you stand out from the crowd.