After a series of quests that involved cleaning up the mess left in Bloodmyst Isle due to the crash of their ship, new draenei found their way to the largest portion of their destroyed vessel, which was partially buried underground. This would serve as their capital city, The Exodar.
Each faction has four capital cities spread throughout the world, and in these cities are a number of merchants, tradesmen and trainers. Every couple of levels, players visit their class trainer to learn new abilities, and as they skill up professions (blacksmithing, tailoring, and leatherworking, for example) they can visit their trainers to learn new recipes.
In addition, players who enter cities for the first time have the blessed experience of seeing Trade Chat for the first time. Trade Chat links all players in the four major cities with the intent of providing a way to exchange goods and services, but many times it can slide into trolling and all of the other wonders that an anonymous forum on the internet provides.
The Exodar's leader, the Prophet Velen, lives in the city's Vault of Lights. For lack of a better term, he is a priest who interacts with beings of pure light, known as Naaru.
In addition to their interactions with the Light, draenei are attuned to the powers of nature, as evidenced by their Shrine of the Elements. It is here that draenei shaman learn their craft. Prior to the Burning Crusade, the shaman class was unavailable to the Alliance faction, but once draenei were introduced, that changed.