Until all that can come together, however, you’re going to be leveling and will need to settle upon an engagement strategy. I’m peculiar in that I like to keep using my Imp against everything that isn’t Fire Immune and simply just letting my Imp do the tanking(!) for me until I can do that myself.
Now most people will switch to their Voidwalker at Level 10 and simply never look back, but I’ve found in my own experience that sending the Voidwalker in to melee stuff all the time isn’t always the best option. 
My personal preference has always been to force my target(s) to fight on ground of MY choosing, rather than moving to where they are to fight on THEIR ground. Better to pull them to me than for me (or my Pets) to go to them. A lot of this personal preference is borne out of my experiences of playing my Beast o’ Melee Hunter (and no, that’s not a meme spec!) in which I’ve needed to develop a variety of pulling tactics in order to attract attention the WAY that I want it to be gathered.
So with that in mind, I will often times use my Imp rather than my Voidwalker, simply because the Imp makes for a better ranged puller. By letting my Imp take the first shot(s) at the target before my Warlock joins the fray, it becomes possible to employ a variety of “juggling” tactics, particularly if I move my Warlock after I command my Imp to start shooting. More information about this specific tactical setup can be found in Kargoz Warlock Leveling Guide 2.0 in which you essentially “triangulate” your (melee) target(s) in such a way as to make them spend a lot of time moving without being able to inflict much damage, sparing yourself and your Imp the need to recover as much later on.
Since the Imp has the highest Spirit attribute of all of your Minions, I find the Imp most suitable for a lot of “grindy” killing in the open world, since the Imp will recover health and mana (from Spirit) faster than any of the other Minions … although the Voidwalker is technically the fastest at health recovery if you have them Consume Shadows, but that uses up mana. Also, if my Imp pulls too much aggro and gets killed, it only costs me mana to resummon rather than mana and a Soul Shard.
Now my personal preference for how to play a Warlock is as a Drain Tank, as I’ve already mentioned … which is ironically quite similar to the way I prefer to play my Beast o’ Melee Hunter, in which my character tanks while my pet supports that effort, rather than the reverse (in other words, I’m Doing It Wrong™ as far as most people are concerned, and yet it still works). The Drain Tank Warlock does the same thing (more or less), but is STEALING LIFE while they’re doing it for improved sustain effectiveness.
Anyway, if anyone is really curious as to what it’s like to play a Warlock the way I’ve outlined above, the best way I can explain it (aside from a play through video which I can’t make) would be, well … THIS FEELING. 
/point
/say YOUR SOUL IS MY CHEW TOY!
/cast Drain Soul 