The Hooded Wings guild is behind the church. Talk to the guildmaster and he will tell you to enter the catacombs and talk to Grimm. He is difficult to spot as it is way too dark down there, but once you enter he will be on the right side, just a few steps from the entrance. He will ask you to deliver a message before you can join. The exit from the catacombs that you have to use is somewhat difficult to find as there is no road, but you have to swim to the green dot on your map. Once you delivered the message, speak to the guildmaster.