In Aleroth at the start of Divine Divinity, when you first leave Joram's house there is a cutscene with Lanilor and Mardaneus. Head south, talk to Lanilor and then get into Mardaneus' house to talk to him and free Lanilor (loot his house first, if you wish). When you enter the catacombs under the statue Lanilor will give you the first teleporter pyramid; the second you can either teleport to or find yourself lower in the catacombs.
