To join this covenant, you must pray in front of the Victor's Stone. It can be found after coming into Majula. Head to the left until you see a few buildings. Go past the buildings until you reach a cliff's edge with a path heading up the side. The stone can be found at the end of the cliff. This covenant will
MAKE THE GAME HARDER so think before actually joining them. Here is a wiki for more info,
http://darksouls2.wiki.fextralife.com/Company+of+Champions If you prefer not to read the text guide, here is a video that the
credit goes to YouTuber RoadToPlatinum: