Did you already have the quest that sent you there? If yes, then you just go to the path that is near Baldur in Northguard, and the path will lead you there.
This link gives details on the three areas in Nidavellier, and it has a good map for Winterdeep Warren that will help you avoid extra battles in that area. Don't forget to pick up the "book" in there too. Before you go "up the ramp" at the end to get Grettir, turn left and the book is in that area.