In order to join a nation in the past, you must first have installed and registered the Wings of the Goddess expansion pack. Then, take yourself to a Cavernous Maw located around Jeuno (there's one in each zone, but the easiest one to reach is Rolanberry Fields). It doesn't matter which you go to, as you will be ejected at a random maw after a cutscene. Once your initial cutscene is finished complete the nation quest of your choice;
Bastok - The Fighting Fourth
San d'Oria- Steamed Rams
Windurst- Snakes on the Plains
I must recommend that if you are ejected into Sauramugue Champaign [S] that you make your way to one of the nearby zones in order to get a more accessible maw.