I am wondering if you can join the Twin Lamps, if you can where do you go to join theme.

You can - but this guild membership is almost no use. The only result is your satisfaction from killing all those slavers around. Therefore:

1. Free enough slaves (about 30). At one moment, you will start getting "Twin Lamps" topic in the dialogue of the freed slaves. Talk with them about "Twin Lamps".
2. Go to Jobasha in Vivec and talk with her about "Twin Lamps".
3. A few very few quests will follow.

You can actually do quests for them, but you need to get the Twinlamps plugin, from morrowindfiles.com for instance. ;)