It's SO easy. Go into the Krokosphinx, go straight ahead, and there is a large opening. Go in, and BAM; you're there. Use your map to help you find the actual arena, which is smack dab in the middle. I cannot help you, though, because I deleted the wizard that got there...
Zachary Trollcatcher, level 11 Myth wizard (Or used to be Zachary Spiritfist, level 24 Death wizard)
You may not be able to go there yet. Once you have finished the first play area (Royal Hall, etc), you will be given permission to ride the boat over to the Krokosphinx.
Many people get the quest for spells before they have gotten there on the main quest line...so you can either wait, or have a friend go there and port to them.