Diablo – How to access the Diablo 3 auction house

As far as I can tell, there isn't one. I purchased an item at the auction house using Buyout so that I would know immediately when the auction ended. After a few seconds pause my buyout was accepted and the item was available in my Completed tab. I clicked to move it to my stash, and then went to the Sell tab and was able to immediately put the item back up for auction.

Unfortunately the Auction Houses are only accessible from the menus, not anywhere in the game via your character.

The Auction House is a new trading system introduced in Diablo III which shares many features with similar systems found in other games, such as World of Warcraft. Accessed through Battle.net and not from in-game, the auction house allows all players within a region (US, EU etc.) to buy and sell items easily and conveniently between each other. Almost all items other than quest items can be sold between players, and everything is run by the players: Blizzard will not sell any items.

http://www.diablowiki.com/Auction_House

Edit: Blizzard has since confirmed that this is a deliberate design decision (Source).

Contrary to MMOs like World of Warcraft Diablo III is not a game where the auction house meta-game is part of the in-game story.