Several methods are available in order to isolate microalgae from natural sources. All depends on your expertise and materials available. A good review about these techniques is presented in follow document.
You can get a sample of water and do enrichment first (if the algal population is low).
Enrichment: get water sample and place it in BG 11 medium or Bold's Basal Medium
High concentration of algal cell in water sample - you can do serial dilution and spread plating in BG 11 medium...usually typical colonies of Chlorella appear green in the agar media.