First step to hell wyrm is defeating Vyraal which nets you a Dragon Scale. Go
back to Cerobi Steppes/The Northsward(same place where you fought Vyraal) and
go to the #10 Windmill and should be able to find an exclamation point.
Examine it and you'll meet the Wyrm Philosopher and in exchange for the Dragon
Scale will give you the Ageworn key.
The Ageworn key unlocks the door to Hall of the Wroth God in Sochen Cave
Palace where Hell Wyrm is. Enter Sochen Cave Palace from Tchita Uplands and
head toward Destiny's March. You want to enter Destiny's March from the east
side because you need to open the "Doors of Hours" in a specific order. Open
the doors from the east side going SW and then in a clockwise direction all
the way around to back to the east where you started and you'll get a message
that a door opened. Head to the west side of Destiny's March and you can open
the door. Follow the path to the door to Hall of the Wroth God and use the
Ageworn key to open it.