There is a very early quest that has two NPCs (one Horde, one Alliance) who go outside and activate portals to their respective faction capitals. Once that has been done your portal in your capital is activated and you can come and go through that. So just follow the opening main questline and you will get to it in time.
To a degree you are locked in. The Covenant system was patched in 9.2 to allow you to change a Covenant, however you needed to be Renown 80 with your original one before you could change to another. I have not heard that being changed so I assume its still in place.
How to Change Covenants in WoW Shadowlands Patch 9.2 - Wowhead
Note, there is a sort of catch up technique available:
The main guide is here:
World of Warcraft: Shadowlands Expansion Overview - Wowhead
It shows it had an update in November last year so it should still be pretty accurate. If you treat it as current, as the expansion you are working on now, that guide should still be a decent path to plan around.