The expansion basically just opens up new, stand-alone areas for you to explore (notably, the Ulgoth's Beard town), so you can just pop in there whenever you feel like it. A note of caution though, the monsters encountered in these new areas are much harder to tackle (they seem to be targeted more for those pple who've completed the game already), so 'advance with care'.
PS The magic shop in the town is definitely worth a trip, provided you have enough dough!
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