When you open up your in-game map window, there is a selection to view the world atlas. From this atlas view you can view the continents/expansions of the game and click on them to view the zone connections within them. If you haven't downloaded the in-game maps, then when you click on the zone names, you'll only have the basic maps that SoE provides. As others have suggested, download the map packs from mapfiend or eqmaps, for a much easier time navigating around Norrath.
There's a few different ways to reach most of each of the 13 expansions, and most of them can be reached within 2 zones of the PoK. I've listed a few of the quickest ways below (not counting wizzy/druid ports):
Classic - various pok stones, various guild ports
Kunark - various pok stones, various guild ports
Velious - various pok stones, various guild ports
Luclin - PoK >> Nexus, various guild ports
PoP - PoK >> PoTranquility
LoY - PoK >> Gunthak
LDoN - Magus in Lobby, PoK >> Butcherblock
GoD - Magus in Lobby >> Magus in Nedaria >> Abysmal Sea, guild port to Barindu
OoW - Priest of Discord near Library entrance in PoK, guild port to WoS
DoN - PoK >> Nektulos >> Lavastorm, guild port to Lavastorm
DoD - PoK >> Nektulos >> Corathus Creep, guild port to Undershore
POR - PoK >> Freeport(Wizzie Tower) >> Arcstone, guild port to Arcstone
TSS - PoK >> Blightfire Moors, guild port to Goru'kar Mesa
TBS - PoK(Paineel Stone) >> Toxxulia >> Barren Coast, guild port to Katta
Have fun exploring all the expansions. There is a lot to see, and the list above is by far, not even close to being a complete list of ways to get around the huge gameworld, but they will get your foot in the door.
edited for typos
Edited, Jul 9th 2007 2:25pm by GreenShag