The Bushi Dojo is in Ishad N'ha. That's the second town you'll get too, and you'll get there after acquiring the Mavin Signet Ring.
Once you've got the ring, head to the Oracles of Ishad N'ha (they're next to the Toad Village), then talk to them about everything on their list. When they're done talking, they'll open up the passage to Ishad N'ha, then you'll be able to complete the Samurai quest.
Oh, and just so you know, you get the Baton from killing the undead samurai guy that's hanging out next to Shurugeon Castle (he's in a clearing next to the water entrance of the castle). Good luck!
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