Only the DOJ can empanel a grand jury for a case. The FBI does not have that power. The FBI also needs the DOJ even just to go before a judge and apply for a search warrant.
Because Comey has stepped forward and is pretending he is making all the prosecutorial decisions on this case, it is leading a lot of people to misunderstand the roles involved.
The FBI is merely an investigatory agency. They play the role of police detectives at the federal level. They do not play the role of the DA.
Thanks for the clarification!