Naxxramas is located at the Eastern side of Dragonblight, in Northrend. You will either have to have a flying mount, or be summoned to get in this instance. When you fly up to a small building, you will see different instances that you could actually go into. Those are different quarters, each called different quarters. The quarters have different encounters, and different bosses. Some quarters are harder than others. The quarter that you should start out with is the Arachnid quarter. You can move on to different quarters after completing this one.