Location: At the beginning of missions 3, 4 and 5
Landing Zone: Any
It is a bit randomized but he will show up most of the time. If he doesn't, restart the mission. Extract him with the Fulton Device and visit him at mother base. complete 6 more mission to trigger the second cinematic on mother base.
After a while you will be joined by D-Dog when he is big. This last cinematic will be triggered when you are leaving mother base at a later point.
(Copied the Xbox One Guide)