The Warriors' Refuge is the Guild Hall for Warriors. By completing tasks here, you can advance your Class Rank, as well as upgrade and enhance equipment at the Master Crafter.
The Warriors' Refuge is located in Norsche Canyon. To get to the Refuge, however, you must solve a simple puzzle involving the two magical blue doors that block entry to the Refuge.
On the doors are three colored gemstones, a yellow one, a red one, and a blue one. Throughout the canyon are three altars, each representing a color of one of the orbs on the door.
All you have to do is find the altars and activate them in the order they appear on the door. The order on the door will never change, and is always Yellow, Red, and Blue.
So, you need to first activate the yellow altar, then the red one, and finally the blue one. Once you have done that, you will gain entrance into the refuge.
If you are a Warrior, this means you can begin Class Rank advancement. Otherwise, there is a chest containing gold in the top-left of the Refuge's exterior map that you can grab for an early-game boost.