This is found about halfway through the Catacombs--but be sure that you've got a divine weapon before setting out or you're in for a lot of frustration, as the skeleton enemies will continuously come back to life and can be tough if you're lower level. You can reach the Catacombs by passing a narrow stairwell at the rear of the graveyard next to the Firelink Shrine--the first area of the game after the tutorial.
About halfway down through the Catacombs, you will find a Prowling Demon protecting something at the end of a somewhat narrow hallway; the object it is protecting is what you need, a grave eye. A good way to defeat this guy is to dodge his lightning and then position yourself to his left side (your right if he's facing you) behind his empty hand--then he will have a hard time hitting you. If he jumps into the air, get out of the way and then reposition at his flank again.
Once you've got the eye, in the same vicinity you'll find one of the mausoleum graves is sticking out farther than the rest--and when you walk up to it, you'll get a prompt to climb inside. Do so while holding the eye and then wait about thirty seconds and you'll be transported to the Tomb of Giants. Towards the rear of this area, you'll find Gravelord Nito looking pretty Neato and if you walk up to him and talk you'll be prompted to join the covenant.
As with all covenants, you only have to be prompted to join in order to unlock the achievement--so if you don't actually want to be a Gravelord Servant, you can then back out of the prompt and go climb back in your gravemobile to return to the catacombs.
If you're a completionist, do note that you'll need to rank up with the Gravelord covenant in order to acquire all miracles; in order to reach the required rank you'll need a total of 10 Eye of Death items to turn in to Nito Bandito (I suspect so that he can stick them into all his skulls all googly-eye style). You can 'farm' Eye of Deaths from the basilisks in the Depths, but the drop rate is pretty awful so if you're going to do so I recommend boosting your item find as much as possible (covetous serpent ring, humanity, etc.) and having high curse resist before dealing with those awful things.