After defeating the Four Kings, Darkstalker Kaathe will appear in The Abyss. He allows you to join the Darkwraith Covenant. If you have not obtained the Lordvessel yet, you can Ingward instead to get the key, however be sure to buy his Cure Curse spell beforehand.
Go to New Londo Ruins, find Ingward and he will give you the key to the Abyss. Enter the Abyss, defeat the 4 kings boss. Another serpent (Kaathe) will appear, and take you to the Firelink altar. Speak to him again after placing the Lordvessel on the altar, and he will offer the covenant.
To start, covenants are mainly online groups a player can be part of for the purposes of co-op or PvP. In order to join a specific covenant, the player must have acquired the corresponding covenant emblem. Once equipped, the octagon shaped icon to the left of the player's HP will display their current covenant.
Speak To Kaathe Once spoken to, Kaathe will offer players the ability to enter the Darkwraith Covenant. Joining the Darkwraiths awards players with the Red Eye Orb – an unbreakable item that'll let you invade others indefinitely – and the Dark Hand, a melee weapon which drains Humanity from other players.
You can join this covenant in the dark forest (in one of the towers joined by a bridge, past the sealed gate) by talking to the huge cat referred to as Alvina of the Darkroot Wood.
Before players can enter the Shroud, they'll first need to complete the Breach the Shroud Tradition in the Psionic Ascension Path. This isn't an easy Stellaris Tradition to reach, as it in turn requires players to have completed the Mind Over Matter Ascension Perk or Psionic Theory Technology.