You are able to join this covenant after discovering an NPC in the Shaded Ruins, Black Gulch, and Drangleic Castle.
*** Spoiler - click to reveal ***Shaded Ruins
Facing the path between the two buildings that leads to the boss, head right and you will see a grassy area. Near the left side the ground will give and you will fall into an area where the NPC is located.
Black Gulch
Once you reach the first worm that protrudes from the wall, if you walk off the ledge here you will drop to a lower area with a locked door. Behind that door is the NPC, but you have to go further to acquire the key. Look for an area to drop down again and you will eventually enter a large room with two giant enemies. Defeating both of these enemies will give you the key to open the locked door.
Drangleic Castle
Across from the bonfire located in the basement is a room with multiple doors that have two statues in front of each. Approaching the door will cause the statues to come to life, and you will need to kill at least one of them relatively close to a door for it to open. Open the last door on the left side and you will find an empty room. Walk towards the middle and the ground will give way, putting you in an area with the NPC.
The order which you do these is unimportant, whichever you do last is the one where he will offer you to join the covenant.