Finding Gogo
Gogo can be found in the WOR, anytime after you get the airship. Fly to the northeastern most island on the map. It should be in the shape of a triangle. Here you will run into an enemy called a Zone Eater.
This enemy will begin to swallow your party one by one. Don't panic...you want him to do that. Once you have been eaten, your party will find themselves in a strange cave. The exit is up the stairs from where you land.
The first thing you want to do is enter the room to the south. Here you should see a series of bridges, with people walking across them. The object is to get across the bridges without hitting the guys. You can jump between the bridges, by pressing the action button. Here you will also find the Fake Mustache. This gives Relm the ability to turn her Sketch, into Control. Once on the other side, head into the next room.
After going through the room with a save point, (and I suggest you save) you will come into a room where the ceiling rises and falls. If you get crushed under the ceiling, it is game over. If you watch closely, you will see holes where you will be safe when the roof drops. You must be quick and accurate, to make it through this area, and collect the chests in the room.
The next room is not really a puzzle at all. Simply jump from chest to chest, until you get to the door at the top. Enter through here, and you will find Gogo waiting for you. After a small speech, he will join you for the remainder of the game.

Finding Umaro

Umaro can only be acquired after you get Mog in the World of Ruin. That said, you can do everything, including defeating Umaro before you get Mog It is easier to get Mog first though.
First you need to go to the cliff where Terra freaked out in the World of Balance. Be careful that you do not accidentally initiate combat with the Ice Dragon. If your levels are too low, he will make short work of you quickly. When you reach the cliff side, you will run into Valigarmanda from when Terra went berserk. You need to defeat him, in order to gain access to Umaro's cave. He is definitely tough, almost as tough as the Ice Dragon. Once you defeat him, not only do you get access to the cave, you get the Valigarmanda Esper. Once inside, you simply need to navigate the cave. There are hidden holes in the floors. Some of them you need to fall through, and others you do not. Also there are two chests in here, that have fights with Tonberry, and Tonberries. They are extremely difficult to beat, so as before, if you are not leveled up...you are toast.
Once you find Umaro's room, inspect the carving, and take the Midgarsormr Esper.. This will prompt a fight with Yeti. After the fight, Mog will order Umaro to join your group. You now have a uncontrollable powerhouse in your party.