Ok, i'm assuming you've gotten to upper hadar. Take one of the elevators down to lower hadar (they look like wooden platforms), and then wander towards the bottom right corner of the map. You should see a fairly ornate-looking door, that says "to taron mines". Go through it. Follow the corridor to a more open room. There will be a ring of land around a circular area, with a big design on the floor. Go and stand on the design, and look around. You should see a set of stairs that say "to ardan's peaks". Go up them, and you will emerge right outside the dwarven capital.
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