Initially, If your companion goes missing, you can find them back at their recruiting point, or they sit a bit east of Amadia's Sanctuary at the beach (next to the corpse of a Magister Swordsman) (x:390 y:21). Other places where you can find them are: on Lady Vengeance; mostly on the 2nd floor.
Note: While in Act 1 you can swap companions whenever you want, test their combat abilities, get to know them, run their sidequest content, etc. If your team is full just dismiss one of your current party members and you can pick up another Origin character. You can do this at any time for the rest of the Act, and the characters will just hang around in their usual spots if you dismiss them. Once you reach the end of Act 1, your party members will all "leave" and go wander the area you are in. You then get one last chance at selecting Origin characters to stick with you, any you don't pick will leave for good.
Starting in Act 2 you will have your recruited Origin characters, and gain the ability to recruit mercenaries (if you feel like you really need to swap someone out, or if one of your characters dies permanently). These are generic custom characters who don't have any influence on plot or questlines, and have no special dialogue options.
DOS 2 Companions
Slave no more, you still bear scars your master gave you, and wield the skills he taught you: femme fatale, spy, assassin. Skills you plan to use against all masters.
Unique among your own kind, you are a prince exiled from your Empire. This land is hostile, its inhabitants inferior, but no one will stop your march to vindication.
No body escapes the Lone Wolves unscathed, and your freedom was won at a terrible cost. You swore you were done, but there is one last wrong you need to right.
You were never normal: mind a playground for demons, body prone to violent episodes. The Divine himself couldn't save you, can you save yourself?
Your failed rebellion against the Queen nearly destroyed you - so you began a new life on the high seas. Now, your old enemy is back. If you don't stop her, no one will.
You woke up and your world was gone. The last of your kind, you hide behind a charmed mask, searching for the truth about a history that no one knew existed.