Ini The Elder Scrolls V: Skyrim for the PC, PS3, and Xbox 360, The Companions is essentially a replacement for the Fighters guilds from previous games.
To join The Companions, look for a building named Jorrvaskr to the east of Dragonsreach in Whiterun. Go into the basement in that building and speak to Kodlak and accept the “Take Up Arms” quest. Once you complete the quest, you will be a member of The Companions.