You'll join a GC automatically through the story quests, so just keep going through the quest and you'll get there. After you join your GC you'll get a side-quest for a "Company Chocobo." You'll get a whistle and be able to summon your chocobo anytime (while not in a major city). The companion your talking about is a LVL 30 quest that you get in I forget where. But it's called "My Feisty Little Chocobo" or something.