You get this trophy by progressing through Heide's Tower of Flames to the Cathedral of Blue. Instead of turning right to the Dragon Rider boss you need to turn left to the optional boss The Old Dragonslayer. Firstly there is a dragon to kill that wasn't in the original Dark Souls 2, then you need to kill the boss.
After you have killed The Old Dragonslayer move towards the back of the Cathedral of Blue and you'll reach the guy in the video below, there is also a bonfire nearby.
Finally you need at least one "token of fidelity" item in your possession to join the covenant, you get this by putting down your summon sign and successfully killing a boss co-op in someone elses game.
If you're having trouble killing the dragon here's an easy way to do it: