The Entrance to Zaralek Cavern is located by the chasm between Thaldraszus and Ohn'ahran Plains, and the entrance can be seen on the map for both zones with a cave icon.
There is currently no intro questline leading to Zaralek Cavern, so you can just go to that cave and fly into the new zone! You can see a flythrough at the cave in the video below:
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