In Baldur's Gate 3, you'll travel with a diverse host of characters, each with unique classes, talents, and personalities. These unique characters all bring something useful to your adventure, but you can only have four party members in your party. You can't have any more. There is also no group selection screen.
Every time you want to change one of your party members, you need to set up camp and get everyone ready to take a long rest. A long rest is a great way for your characters to recover their health and regain their spell slots if they've used all of their daily spells. While at camp, you can talk to any characters that accompany you on your journey.
Walk up to the party member you want to kick out of your party and ask them to stay at camp. They will act a little offended, but they will accept it. Once you've removed that party member, approach the one you want to add and ask them to join your party.
It's a bit more tedious than having a party select screen, but that's how you swap members. You want to make sure you choose wisely, as wasting a long rest changing party members can cost you dearly, especially if you have limited opportunities to build a camp.
