Hunter, Acolyte?

[The Tenderizer]

So how do I build this guilds?

[Ket]

You need to upgrade the ancestral hall, or remove one of the other guilds, there is a total guild cap.
As long as you keep upgrading the hall you can have all the guilds active at the same time, but it costs a fair bit of souls.

[curtisrensby]

I wasn't able to build the hunter guild until one showed up in my camp. Didn't happen until I got to the 2nd act.

[Ket]

Yeah that is also required, you unlock the classes at specific points in the story.
Order of appearance and chapter:
Hunter, end of chapter 1
Acolyte, end of chapter 2
Bandit, halfway through chapter 3
Mystic, start of chapter 4
Warlock, end of chapter 4