We do recommend to the best of your abilities building an altar to them, or having some form of sacred space that is dedicated to working with them. It helps with connection and it gives you a defined space where you can give them offerings and connect with them.
Altars are a great tool of connection, the more you work with your spirit/entity/demon on the altar the more infused with your spirit/entity/demon energy the space becomes and the stronger the connection is to them. This will greatly increase your connection with them and also help you to learn their energies and get to know them and what they are all about. Altars also act as a physical point for manifestation and communication so they are very powerful tools.
However, if space or situation prevents that, then you do not need to have a physical altar.  We understand that in some cases there is limited space in which you cannot physically have an altar, or you have certain home situations that make it impossible to have an altar dedicated to them. In these situations we do have alternative to give you that sacred space without having a physical altar. The best thing to do when you don't have a physical altar, is to have an astral altar.
Many people build astral altars for their companions to work with them from their astral world. This is where you project your ind into your higher world and dedicate a space within that higher work to connecting with them and working with them. It is a great way to connect with them and work with them when you do not have space.