Asfermong
I think so, because to the left of the health, mana and stamina bars there is a characteristic window of belonging to a covenant.
Perhaps there is a representative of some covenant in the Fortress of the Round Table. There, in the main hall, there is an NPC who can be given one piece, after which he will offer to introduce the player to his "bosses", and if the player agrees, he will give him a quest and mark the place on the map.
It is unlikely that Master Hidetaka would place covenants in the starting location, plus most likely some of them are hidden as usual and still need to be found.
Wing42
This is the window for the "Great Rune". The "bosses" give out a special object for prayers and new prayers for feeding him the "herovin" of death.
So far, I have found one more or less obvious one - to join the Vulkanov estate. These are essentially PvP players - according to the quest, you need to kill other Extinguished Ones.
There are a couple of quasi-such - give items to certain characters and receive bonuses, but there seems to be no restrictions.