The NPC for this covenant is Gwyndolin, who can be found in a secret area in Anor Londo:
In order to interact with Gwyndolin, you must first obtain the Dark Moon Seance ring from the Catacombs. It's in a sarcophagus guarded by a large skeleton in an area behind a fairly obvious breakable brick wall.
Then, you'll need to head to the Darkmoon Tomb, which can be found at the bottom of the giant rotating staircase in Anor Londo. At the lowest rotation, you will find a seemingly dead end room with a bonfire and a statue of Gwyn. Equip the Darkmoon Seance ring and the statue will disappear, revealing a path that leads to a fog wall.
You'll notice a carpeted area in front of the fog wall- approach it and Gwyndolin will talk to you. Choose to "kneel" on the carpet and you will be given the option to join the covenant, unlocking this achievement.
There is also an achievement for defeating Gwyndolin, who is an optional boss.
Simply proceed through the fog wall to start this encounter, but this will break your ties to the covenant and prevent you from rejoining for the remainder of the playthrough. You eventually need to reach rank 1 in the covenant (by donating 10 Souvenirs of Reprisal) to obtain a miracle needed for the Prayer of a Maiden achievement, but that can be done in NG+.
As always, refer to
http://darksouls.wikidot.com for specific information relating to items or locations.