To get a PU with another Christian nation, their ruler must die without an heir while you have a royal marriage with them. If they aren't your dynasty, they'll get the dynasty of the nation married to them who has the most development (hopefully you) and stay independent; if they are already your dynasty (and not at war!) they'll fall into a PU under you, which may be contested by one of your Rivals. (there is a small chance of getting a PU directly even if they don't share dynasty, and an even smaller chance of outright inheriting the land, but those are once-in-a-blue-moon occurrences)
In addition to the peaceful route, if a nation has your dynasty, a RM with you, and *either* no heir or a heir with a weak claim, you can use the Claim Throne diplomatic action. This gives you Causus Belli to force a Personal Union via war. Many nations in Europe also have mission trees that give them this CB on historically appropriate targets.
In practice, if you want to fish for PUs you'll want Diplomatic ideas filled out so that breaking RMs doesn't cause a stability hit, and then pay attention to the notification flag that lists christian nations without an heir - marry them when the ruler is old, break the marriage if the ruler gets an heir before dying. Once a foreign nation does have your dynasty, if you can beat them in a war you might want to watch for them to lack an heir or even better to have a weak one, so that you can claim their throne. (weak is better than no heir if you have to wait out a truce (eg. for breaking alliance), since a heir can appear at any time but a weak heir will stay weak).
There is a massive guide to PUs floating around these forums somewhere, I've only covered the basics. There are a whole bunch of weird corner cases you mostly shouldn't worry about. The only oddity likely to be important to a random campaign is the fact that someone at war can't fall into a PU as a junior partner - if you ever have the flag that warns you you'll become someone's junior if your ruler dies, stay at war until you get an heir.
Thank you very much for your reply. I think I already missed some opportunities to "claim the throne" in both Austria and Commonwealth.......
They have the same dynasty for years....
I just didn't know what to do.....
Thanks again !