If you click on the Quest Dialogue tab on that link, you will see that Lazlo tells you to "proceed up the road to The Necropolis". For your first visit to The Necropolis, you enter through the double doors at the top of The Plaza of Conquests (look at your map and you will see the doors).
And you might also have a quest for a history book, that will also get you moving along in the game.
Open your Quest Log file to see "which book" you want. There are "two" history books in the Plaza of Conquests:
1. "History of Dragonspyre" - in General Greystone's tower (at the top of the map in the Plaza of Conquests near the Necropolis doors). This book is just a part of the history books quest, where you collect a book from a boss in each area of Dragonspyre.
2. Halina Warhawk's quest, "The Art of War", to "read the history book". She is showing on the map. Don't forget -- after you get the history book at the end of her dungeon, you must go back in and talk to Halina. She gives you a Letter of Recommendation to get you moving along.
This link gives info on Halina's quest, "The Art of War":