You need to get Relm before you can get Strago. My advice is to level grind a bit, because a lot of the monsters in the WoR can whip your butt in no time flat.

I didn't really use the map, because I pretty much had all the locations memorised. I'm not sure I could do that now, and describing locations is impossible. I will try and help you to find the remaining three characters though.

Relm - Relm is found in a cave on the Veldt iirc. There are four bandits inside the cave, and she is found in the back.

Strago - Strago is located at the Tower of Fanatics, which you'll probably fly over in the airship a few times. It's the tower surrounded by rocks I believe. You must take Relm with you, and then talk to Strago.

Gogo - Find the triangle island and let Zone Eater swallow your entire party in battle. Just sit there without attacking and it should work. Then make your way through the new area to get Gogo.