Okay, there are just three of them—Zeke, Shauna, and Four—so it's more like a triangle of friends, but two friends are better than none.
We briefly discuss Zeke and Shauna when they appear in Insurgent, because each character is related to one of Tris's friends in that book. But here we get to meet them! Zeke is the first to jump in his initiation group, but it's a less-than-graceful beginning. He trips and falls into the Pit. Later, Shauna proves to Four that people with "girl parts" (2.45) can fight. She tells him, "[…] what you think is some kind of lingering Abnegation chivalry is really kind of insulting" (2.192). And they become friends as he trains her.
The three eventually become inseparable, working together, drinking together, and threatening Eric's lackeys with bodily harm together. What else are friends for?