At lvl 10 you get an email saying Cyrodil is available. After that I think you just choose a Campaign and you get the option to go there.
There are also boats to take you to other places, and once you tag a Waypoint in the new area, be it a new island or even the mainland, you can use the shrines to jump to them.
Click on the "Alliance" (I think that's what it is called) button in the top menu bar. In the Window that pops up you can choose from a list of campaigns to join. You can then Que up for one.
Edited by Fahstolph on April 1, 2014 1:48PM
One does not simply get EXP in Cyrodiil.
-Boromir of Gondor3
You next question will be HOW TO I GET OUT, once you are ready to leave there will be a wayshrine at the back of the base camps (ones on the bottom of the map on the left or right) open the wayshrine up and then click the thumbtack icon then choose auridon and then go where ever you want to. thats got to be the most asked question out there. But anyway there ya go.