Once you've unlocked the Armoury System you can join up with as many or as few class Guilds as you wish - once you've joined up to switch to that class you just equip it's weapon or tool into your weapon slot. If you want to switch back to your original class you do it in the same way. It's better to join ALL Guilds though, as it's all easy experience and that way you can try every class and get a feel for them whether you want to actually take up that path or not.