If you want to join them in a party you just right-click them (on PS3 select them and hit the square button) and select the invite option. If they are not in the same area you can invite them directly from the Friend/Linkshell/Free Company lists or by searching for them using the Player Search in the social tab.

If you are on PS3 it would be best to invest in a cheap keyboard for typing, it will be invaluable.