Wendlyn is the continent east of Erilea, across the Great Ocean.
In the end of Crown Of Midnight, Celaena is sent to Wendlyn by the king to assassinate the royal family, but this is more a way for her to escape her secret. In Heir Of Fire, Celaena spends most of her time in Wendlyn. But, then she heads over to Doranelle because Queen Maeve, her great-great aunt, lives there as the queen of the city. Celaena wants to learn the location of the second Wyrdkey, but Maeve won't tell her until she's learned magic. So Celaena spends the whole book training with a Fae warrior prince, Rowan, to learn how to use and control her magic. But as the two grow fond of each other, Rowan shows her the body of a dead Fae in the woods, and this leads them to discover the Valg, a group of demon princes. Later in the book, Celaena and the rest of the Fortress in Doranelle fight off the Valg. Then, Celaena finds a few things out about Maeve and her brutality, before leaving to go back to Rifthold.