You can encounter wild wolves in the Campaign. If you successfully befriend one, it will become your wolf.
The chance of successfully befriending a wolf is low, but whenever a wild wolf runs away from you, it drops a knucklebone token. When you have 50 knucklebone tokens, you can start a hunt that guarantees a wild wolf.
There's also wolves for sale on the Flea Market, if you don't feel like waiting for a wild one.
Wild wolves can take ages to get, as the encounters are rare and I think it's only a 10% success rate regardless of what you choose in the encounter. You're better off buying from the flea market.
