In harvest valley. From the second bonfire (it's called the mines) keep moving ahead towards the windmill building. You'll get to an open area with two big guys standing in a small pit full of poison gas. You'll have a path that goes up to the building with a fat guy holding a big metal hammer. Kill him and keep walking towards ths building. Before going in the doorway there should be a small path to the left that leads down the other side of the pit of gas. Follow that til you find a broken statue and you can kneel at it and join the sunlight covenant. If my description didn't make sense you can probably find a YouTube video too lol.