itch.io

What part are you stuck at? It's hard to say what you need to do next, if I don't know where you are. :D

You need to build the clinic and then the bathhouse on the overview map, to be able to enter the bathhouse in the top right corner of Aldlyn. In the bathhouse you encounter a woman who'll do strange things with you.
That event, and the encounter with Grey when you walk through Thremten, are required for a note to appear on the Aldlyn city board, which'll start an event with Grey, which ends at the bathhouse.