You get the auction house as soon as you get done with the 2nd disc. its in the building at the docks where you arrive. I thought i was screwed for missing this item but when i found it on the AH i was relieved because of that one item it would not allowed me to get the treasure trove achivement. Generaly anything you miss in the game will show up here.
GamerTag: Reaperknight121 "Sic vis pacem parabellum - If you want peace, prepare for war."