The League is a new co op covenant in Bloodborne that you can join a few days before The Old Hunters DLC launches. After you download the new 1.07 patch, you can join the covenant. Check out this article to find out How To Join The League In Bloodborne!
You need to make it to the Forbidden Woods in order to find Valtr, the leader of The League. He can be found inside the Windmill in the Forbidden Woods. The quickest way to get to him is to warp to the Forbidden Woods way point and go through the door on the right. You will find him inside and you can talk to him, assuming you have the latest patch. This is assuming that you have the shortcut unlocked.
If you don’t have the door unlocked, you will have to go through the Forbidden Woods a bit. You will find the shortcut to the Windmill right after you go through the building near the guy who is shooting at you with a cannon. After you get out, cross the bridge and go right up the slope to find an elevator that will lead to the inside of the Windmill. Now you can open the door and access the The League.
When you join you will get a new rune that gives you 2% more HP when you are doing Co Op. Now you can get Vermin when you help other hunters hunt!