Click lower left, meaning your character, select buddy, choose a pokemon.
You get candy of the chosen type as you walk, the possible distances to get a candy are 1 kilometer, 3 kilometer and 5 kilometer. Choose something good like larvitar, chansey, snorlax or dratini. Do not use it just for evolutions to fill gaps in your pokedex.
Choose your buddy based on two criteria: Pick from the very top of the list of strongest arena pokemon, and pick one where you have one with good IVs (and good moveset if already evolved), where the candy can help you get something truly strong and amazing.
I have two nice larvitars with over 90% IV, none of the evolutions, no tyranitar, and only 50 candy, so i will be walking around with larvitar for MONTHS. The only possible switch i see for me is between larvitar and chansey.