It doesn`t merge very well IMHO. I don`t want to give too much away but you`ll be attacked sometime and that will trigger the quest. After that you have to speak to someone to be transported to Mournhold. I`ve never played Baulder's Gate but it you do basically 'talk to someone and get thrown in a new place'.
You won`t see Mournhold on the main map but you will see it in the local map. Its a nice extra long side quest. Mournhold is also a good place to get rid of extremely valuble items.
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