2º - or their have their own city/comuntiy/place 3º - or you can only play with them and manualy add them to game as admin ?
There are different ways to get them in the game, depending upon what you want to do. you can set them up to spawn as tenants, or as Nexus said, you can add dungeons to the world gen that will cause them to spawn (similar to how you find the single alpaca houses and bandits at campfires)