Prophecies is Tyria, Factions is Cantha. To go between them, you must reach the port city (Lion's Arch in Tyria, Kaineng Center in Cantha) and complete the relevant quest, then a ship icon appears on your map allowing travel whenever.
If you have more than one campaign and reach one of the cities Savio kindly mentioned, a message box will appear for you telling you who you need to speak to in order to obtain the quest.
