You can join Grand Company after you finish Lord of the Inferno quest.

1. Complete Lord of the Inferno quest
2. Speak with Minfilia at Waking Sand
3. Start "A Hero in Making Quest"
4. Go to three town to listen the leaders of grand company's speech. (Gridania, Limsa Lominsa, Ul' Dah)
5. Back and speak with Minfilia at waking sand.
6. (Important) Speak with the representatives from 3 Grand Companies. If you decide to join the order of twin adder, speak a person in yellow cloth.

Once you choose the grand company, you can't join or change to other grand companies. Choose wisely.