After fighting with the fist boss of the game with Naoe in Act 1: Prologue Chapter you can switch to Naoe or Yasuke whenever you want.

How to Switch Characters

Inventory

Open Inventory (I in PC) while in game and select Play as Yasuke or Naoe.

Fast Travel

Open map (M in PC) and while selecting a place to fast travel you can choose to go with Yasuke or Naoe.