After building and improving the police headquarters you get a note on the Aldlyn city board which starts an event with the police officer Moriko. She'll bring you to the thieves guild. Afterwards you can get back through the dungeon at Thremten or buy teleport runes at the guild to bring you back.
It's also possible to allow slavery and then buy the slaves from the thieves guild at the brothel. He won't be there when slavery is forbidden by law.