Orzammar is divided into tiers that house each respective caste. The topmost tier is home to the cities' noble cast and the royal palace (this is where you start your story if you choose the “Dwarf Noble” origin)
, as well as the dwarven Shaperate, home of the Shapers, keepers of dwarven lore.
Below that are the Commons, controlled by the merchant caste and home to the Proving Grounds, a sacred arena where disputes are often settled.
On one side of the Commons there are ruins of dwarven palaces of old, now simply called Dust Town, home to the city's casteless, those who have no family or are descended from criminals (This is where you start your story if you choose the “Dwarf Commoner” origin.).
On the other side lie the Deep roads, which once connected the different dwarven thaigs together. Now it is almost completely sealed of due to being overrun by darkspawn.
“The Memories tell us that once our lands were numerous and extended far beyond the Frostback Mountains. The thaigs were once almost beyond counting. Kal-Sharok was the capital then, home to all noble houses, and Orzammar was simply home to the Miner and Smith castes. It was with the coming of the Tevinter Imperium that things began to change. Paragon Garal moved the seat of power to Orzammar to more closely oversee the trade that began with the surface. It seemed that our people were entering a new age of prosperity. We taught such concepts as commerce and coinage to the humans, and in return they provided us with a wealth of things we had never possessed in the deep: grains and wood, to name two. The Memories hold no explanations for the coming of the darkspawn, only questions. One moment there was no such thing as a darkspawn, and the next there was. The darkspawn poured into the Deep Roads like smoke, and the Warrior Caste struggled to hold them back. Countless thaigs were lost in that first Blight. But as ever, in our time of need, a Paragon arose. Paragon Aeducan led the defenses of Orzammar, and we were saved from utter annihilation. The cost of victory, however, was great. The Deep Roads were sealed to hold back the darkspawn, cutting off thaigs and whole cities forever. Only Orzammar itself remained, the last bastion of an ancient empire that had once sprawled over all of the deep of Thedas. The dwarves had been brought low, but we had survived.”
-- “Orzammar as a Kingdom,” as told by Shaper Vortag