As mentioned, you'll have to pick up the quest from the receptionist at the class guild for each additional class you want to add. Some of those guilds you won't be able to reach until you unlock access to the airships that travel between the three main cities. (Airship access comes from a level 15 main scenario quest.)

Locations of the class guilds are:
Gridania: Lancer, Archer, Conjurer, Leatherworker, Carpenter, Botanist
Ul'dah: Gladiator, Pugilist, Thaumaturge, Weaver, Goldsmith, Alchemist, Miner
Limsa Lominsa: Marauder, Rogue, Arcanist, Blacksmith, Armourer, Culinarian, Fisherman

The ones in Gridania, you can get any time after completing your level 10 quest from the Lancer's guild. You could actually reach Ul'dah on foot by traveling south and then west (Gridania -> Central Shroud -> South Shroud -> Eastern Thanalan -> Central Thanalan -> Ul'dah), but that's a long way, and you'd have to avoid most of the enemies along the way who will be well above your level, so it's easier to wait until you unlock the airship to take you there. Limsa Lominsa is on an island, so you cannot get there on foot and will have to wait until you get airship access.