Go to Lions Arch, and there will be a message that will tell you who to talk to for the quest to take you there. The quest will be no problem for a lvl 20 and a few heros/hench. After you finish the quest you can map travel there.
Did you buy the game online or in the store? If you bought it online, it will be included in the electronic receipt. If you bought it in a store, it will be in the packaging.
wait a minute . .. so you bought the game in a store and then expected it to somehow automatically get added to your account without you putting the access key in? confused . ..
If you bought it from the store, the key is in the "Spearhead" cardboard thing. It was shrinkwrapped with the manual, and other garbage like the map and such.
Then you need to add the key to your account.
To do that, you need to log in to the character select screen and click "Edit account". Click the checkbox for manage access keys, then hit next, click add key, and go from there.