From WoWWiki

Xoroth is one of the fiery, chaotic worlds belonging to the Burning Legion, or more specifically, the Nathrezim (Dreadlords) (and, presumably, the Tothrezim). This is home to the infernal Dreadsteeds, mounts to the Dreadlords. They are owned by Lord Hel'nurath, the "stable keeper". You will have to summon a Dreadsteed in a quest for a warlock's epic mount by opening a portal to this world in Dire Maul. Dreadsteeds roam the fiery Plains of Xoroth".^{MG 72}

Given that Xoroth is the home of the Dreadsteeds, it is possible that Xoroth is the world were the Dreadlords established their citadel (seen in The Dreadlords Convene an interlude from the Undead campaign in Reign of Chaos). However, given the number of worlds consumed by the Legion, the Citadel could reside on another Nathrezim world, or even on Argus.

[edit] Zones

Plains of Xoroth

Warcraft Universe
Worlds	Argus • Azeroth • K'aresh • Outland • Xoroth
Planes of Existence	Dark Below • Emerald Dream • Great Dark • Twisting Nether
Elemental Plane	Abyssal Maw • Deephome • Firelands • Skywall • Frostland