There are a lot of companions in Baldur's Gate 3, like a lot. There are Warlocks, there's Wizards, there's Barbarians, there's Rogues, there's basically every Dungeons & Dragons class you can name. As far as your Fighter abilities go, your main will be the Githyanki warrior, Lae'Zel. Unlike several other companions though, it's fairly easy to just completely miss Lae'Zel if you stick to the path indicated to you by the game.
Once you leave the tutorial area, you're given free rein on where to go. You can make your way to the Druid Encampment, or you can explore. We'd recommend exploring the area because you'll eventually come across a cage, just inside a small crevice where Lae'Zel is being held, and where two Tiefling's are deciding the best possible way to kill her.
How To Get Lae'Zel Down From The Cage
In order to get Lae'Zel down for the cage, you can take a couple of different approaches. You can either talk down the Tieflings that have taken her hostage and are holding her hostage, or you can choose to shoot down the cage. In almost any scenario you're going to have to prepare for a fight, however, as these Tieflings aren't the type to let Lae'Zel go without a fight.