Map of the Underdark
In the upper left hand corner, the light blue splotch north west of the green splotch is the Darklake. Menzoberanzan, Mantol Derith, and Gracklstugh are all north west of the Darklake.
Gracklstugh and Mantol Derith actually have docks on the darklake. Menzoberazan is 10 or 20 miles from the Darklake.
In the middle of the map, the dark blue area is the Glimmer Sea.
North of the Glimmer sea are two light blue splotches. The light blue splotch on the left is the Lake of Shadows.
Maermydrya is some distance to the north of the Lake of Shadows.
The Merchant HQ of the Company of the Coiled whip is some distance to the west of the Lake of Shadows.
The area between the green splotch and the lake of shadows is relatively dangerous, and you will take a portal to bypass most of that distance.
For those of you with Knowledge Religion or Knowledge Arcana, the Green Splotch is the great fungus known as Araumycos, some say the oldest and most powerful sentient in the world. Araumycos is immune to magic and legends say even the Gods can not answer questions regarding Araumycos. However, a good strong axe can cut apart the fungus to allow you to move through it, and there are roads and paths of a sort through the great Fungus.
Anybody know how many miles it is between Baldur's Gate and Shadowdale? That's approximately the distance between Menzoberanzan and Maermydra.