NOTE: You must join this Covenant before completing the Tomb of the Giants. If you complete the Tomb of the Giants after joining this Covenant, then you will not be able to increase its rank. You must be undead, you must be hollow and you need to have Eyes of Death in your inventory. You can find 3 of these behind the Titanite Demon in the Catacombs, which is where you need to go anyways; the Basilisks in the Depths also have a chance to drop Eyes of Death (the frog-looking enemies that curse you). Once you have one in your inventory, find the Titanite Demon in the Catacombs. You should see a partially open coffin just before the Titanite Demon. Interact with the coffin and after around 30 seconds, you should get a cutscene that brings you to Nito's tomb. Interact with the big coffin and you can join the Covenant.