I have found the Ratway in Riften. I ventured down three doors and could not find how to join the thieves guild. I went all the way down to the Warrens. This is way past the bar where you find the guy who trains in sneak.
How do I join the Thieves Guild?
You need to speak to their recruiter in the marketplace during the day, where you'll be given a small series of tasks to complete before the guildies in the sewers start to deal with you.
To join the Thieves Guild the Dragonborn must enter Riften during the day, and speak to Brynjolf, a red-headed Nord male, who can be found in the Riften Marketplace between 8:00 a.m. - 8:00 p.m. Once the Dragonborn is within proximity, Brynjolf will automatically attempt to strike up a conversation in which the Thieves Guild prerequisite quest A Chance Arrangement can be started. Alternatively, in the evenings past 8:00 p.m., the Dragonborn can encounter Brynjolf at The Bee and Barb inn, at which time he will tell the player to speak with him during the day at his stall in the Riften Marketplace.
From: The Elder Scrolls Wiki
