From the sound of it, you'll only be able to access an Inn from the city you started in, as the requirements to get them are main scenario quests, and you can only do the one you started in.

As far as it being attached to the market ward, I am 100% positive it won't be. Each Adventurer's Guild already has an Inn attached to it, which currently has an NPC that does nothing. We'll more than likely have to talk to him to get to our room.