Erm, not sure what you mean. You can kinda have monsters join your party. The Nu Mou job class Morpher can take the form of any monster that you've caught using a Hunter. I haven't actually caught any monsters, because I can't be bothered, but from what I know you have to feed caught monsters items to boost their stats. In turn, this raises the power of that monster when the Morpher changes into it.
It's a really expensive process if you wanna be able to control the most powerful of each type of monster, and from what I understand it's not exactly worth it. Blue Mages can learn most of the best monster skills anyway.