There are many important cities in azeroth, see them here.
Stormwind is the human and alliance capital city, with many important figures of the alliance residing in it.
Orgrimmar is the orc and horde capital city, the warchief and many other figures reside here.
The wizard city of dalaran is neutral territory for both factions, with archmage khadgar at the head of the Kiran tor, an elite force of wizards and mages.