There are realms associated with each of Fire (Hyjal), Earth (Deepholm), Air (Uldum) and Water (Vashir).
What quests do you need to do to get portals from the earthen ring (in Orgrimmar).
It is designed so that after you visited a zone for the first time, using a quest chain that leads there, you will be able to return to the zone via portal. However, this sometimes bugs. Especially the portal to Hyjal does not appear for many people until they did the quest chain leading to Twilight Highlands.
edit: Yesterday's hotfix
The Orgrimmar portal to Mount Hyjal should now appear for players who flew directly into Hyjal to start questing, rather than take the Moonglade portal.