In silvermoon city you need to go the Sunfury SPire, pictured in the map below (it is near at the top of the map, near the middle). The Inner Sanctum has a teleport which will take you to the Underworld.
Directly outside the underworld are Zeppelins pads, pictured below. One of these will take you to Ogrimmar. There are Goblins at the front of each landing pad who will tell you which Zeppelin this pad is for, and where it is on its trip (intended to give you an idea of how long you'll be waiting). For example: The zeppelin for Orgrimmar has just left Orgimmar.
