Once your city has a town hall, a trading post, and a market, groups of nomads will occasionally arrive at the town hall to request citizenship and join your people. This is a great way to boost your population quickly.
The likelihood of a disease outbreak may be increased after a group of nomads joins your people.
Note: In the base game with NO MODS a Market is not always required.
Confirmed by AceRiiich, Nomads WILL still seek citizenship even if there are 0 citizens, after a devastating disaster for example.