There is no in-game "Buddy List" if that's what you mean, but you can green or red a character manually when you see them by using the click-menu on a character and choosing halo or devil horns. Figure out the namecolorizing thing for advanced options.
Use the same click-menu on a character to follow someone. When done correctly, you'll see a carrot over that character's head. If not, press T to check. You should also see a carrot over a character's head if they are following you. Then get the party close to each other near an exit grid - leader steps out and followers should get prompts to follow.
Watch out for taggers - sneaky characters who wait in Sneak mode near an exit grid to follow you to your safe place, kill you and loot your tent. Always check your party list when traveling on the map.