Grahm is in the Adventurer's Guild. You need to free Tao from the Rat King in order to get to the island where the Adventurer's Guild is located.
I HAVE A QUESTION WHAT HAPPENS IF I SLAVE TAO TO MINE?
I haven't enslaved Tao. But if you don't see the option "Journey to the island" if you can interact with him, you might need to load a save or start a new game to met him.
