After demon hunters complete their entire starting zone experience, they then pursue their artifact weapon. It is at the end of this short quest line that they are granted access to the Order Hall version of the Fel Hammer. After that, they can teleport there at will.
The only region adjacent to the Fel Hammer is Mardum itself. Demon hunters can use their glide ability to leap from the fortress to land below; however, the zone is devoid of any life - demonic or otherwise - and even the Small Treasure Chests have disappeared along with the fel pools.