Its been a long time but I think you have to defeat the boss under the town and take the portal to the tomb. I'm not sure you that you can find it just by exploring the canyon of the magi.
Anyway good luck with an excellent game.
as you know, deckard cain send you to find the horadric box and the pieces of the horadric staff, once you get 2 pieces and the box, talk to drognan and he will talk to you about the arcane sanctuary, to reach it you must go to the palace and talk jerhyn, dont worry, cain will tell you to talk him. jerhyn will send you to clean the harem (sorry, no good girls inside) and after cleaning the levels, i think was 3, you will reach the sanctuary through a portal. once in sactuary you mus defeat the boss and retrive a book, to know the (spoiler warning) real symbol of the tomb of tal rasha (end spoiler) and you will get a portal directly to the magi canyon.good luck the tomb will be a hard battle