From the Anor Londo Bonfire, set the elevator spiral staircase to the top position. Run down the stairs and look at the horizon, away from Anor Londo to spot a distant bonfire on a tower. To reach it, you have to use an invisible walkway directly from the stone pavement you are standing on. No jumping is required. The invisible walkway travels in a straight line up until it is directly parallel to the bonfire. Once there, roll down to reach it. Either shoot arrows into the ground or use prism stones (which are sold by the Shrine Handmaid in Firelink Shrine) to see where the invisible path is found and where it ends. The woman that allows you to join the covenant is next to the bonfire.