The Sharn Wall that held the majority of the phaerimm under the Anauroch has since been sundered, right around when Shade was summoned back to Faerun. More information can be found in the Return of the Archwizards trilogy (The Summoning, The Sorcerer, and The Siege) by Troy Denning, as well as in some blurbs in the FRCS, and The Silver Marches. It's worth noting that some phaerimm are known to live in Myth Drannor also (I can't give you a specific product on that though, sorry).
The statistics are phaerimm are, as BFG noted, in Monsters of Faerun.
Phaerimm are known to dwell deep underground, though they are not in any way hampered by being aboveground. They simply find it easier to remain undetected in the Underdark. Examples of phaerimm habitations in the Underdark (where their true power is horribly visible...who else can rule cities of beholders and mind flayers?) can be found in the 2E FR product Drizzt Do'Urden's Guide to the Underdark.