From A Wiki of Ice and Fire
Vaes Dothrak is the only city of the Dothraki people. It is located beyond the vast Dothraki Sea, beneath the Mother of Mountains and near the lake, the Womb of the World. Vaes Dothrak has no walls.  It sprawls languorously, baking in the warm sun, ancient, arrogant, and empty. It is large enough to hold every khalasar, if they all return at once. Dany thinks that Vaes Dothrak must be ten times as large as Pentos. The city is ruled and inhabited by slaves and the dosh khaleen, the wives of all the khals who have come before. It is forbidden to wear a blade or shed a free man's blood within the confines of the city.
Vaes Dothrak is the heart of the Dothraki sea and culture, it is at once one of the largest cities, due to its expansive layout, and one of the smallest, due to its small inhabitant population. It has broad, windswept streets paved in grass and mud. There are carved stone pavilions, manses of woven grass, wooden towers, stepped pyramids and log halls. All of the buildings were brought to the city by slaves from the lands the Dothraki have conquered.
The Horse Gate, is no true gate, there are not gates or walls in Vaes Dothrak. Instead, it is named for two gigantic bronze stallions, hooves meeting a hundred feet above the roadway to form a pointed arch. The Horse Gate can be seen from a distance, framing the great purple mountain which the Dothraki name the Mother of Mountains. The path beneath the Horse Gate is the 'GodsWay', where monuments and holy symbols from a hundred different religions line both sides, showing the vast range and power of the Dothraki's conquests.
The GodsWay is a broad, grassy road that runs through the heart of the city in a straight line. It goes from the 'Horse Gate' to the 'Mother of Mountains'. Along the way it passes through the Western and Eastern Markets, the lake named the Womb of the World and the 'Pit' where important ceremonies are done in Vaes Dothrak.
Western Market and Eastern Market are the names of the two markets in Vaes Dothrak. The Western Market is a grand bazaar used by traders from the Free Cities. It is a great square of beaten earth surrounded by mud-baked brick, animal pens and whitewashed drinking halls. Hummocks rise from the earth and beneath the square lie large storerooms. The interior of the square is made up of stalls and aisles. In the Eastern Market, traders from Asshai, Yi Ti and the Shadow Lands come to trade. There one can find rarer items, such as manticores, elephants and striped white and black horses (zorses) of the Jogos Nhai.
Traders are free to cross the Dothraki Sea unmolested to Vaes Dothrak as long as they keep the peace, do not profane either the Mother of Mountains or the Womb of the World and give the traditional gifts of salt, silver and seed to the dosh khaleen.
Chapters that take place in Vaes Dothrak
- A Game of Thrones: 36. Daenerys IV
- A Game of Thrones: 46. Daenerys V
- A Game of Thrones: 54. Daenerys VI