Well there are 2 ways to get there, through the wilderness or behind al-kharid bank.
When you get there put all you're stuff into the bank and get a special ring if you don't already.
then open party interface(through the ring) and if you want to do it on youre own then press 'form party'.
Then once you have done that there are entrances very near the bank(just above).
Although if you want to do it with other people then press 'form party' and either invite people or don't start a party and get invited.
Hope i helped there
