Legends of Terrum
Nobody knows where they came from. Warforged have existed since before men could first remember. They have never been a large group, and are rarely seen outside of the largest cities. There are maybe a couple hundred left in the world, their purpose long forgotten, even by themselves. When questioned, they may briefly speak about being prepared for a war, but they do not know when the war will come, or if it has already ended.
They have always been a minority in this world, just trying to exist in harmony with its other inhabitants. When man first created his kingdom, they quietly appeared, entering into its fledgling communities, and have remained there ever since. They have always been a part of life, and are generally accepted as citizens by humans. They labor as carpenters and blacksmiths, merchants and servants, farmers and guardsmen. And they do their job as well as any creature of flesh and bone.
This is not to say that they live solely in the kingdom of man. If a person were to travel the whole of terrum, they may find some here and there, dotting the communities. The largest population is certainly within the kingdom of men, followed closely by the dwarves. Even the elves are known to employ a hand full of them in various tasks. Beyond these, there are precious few to be found.
Something to be noted, however, are reports that occasionally a warforged will straighten up, and perhaps finger a tool like a weapon, or maybe simply stare off into space, remembering something that no one else can. But then the moment passes and they return to their task as normal.