The Shrouded Dawn began in Duskwood through the work of Noctifer Eva. His mother owned one of the taverns in Darkshire. Noctifer created the Dawn in an effort to help protect his home. Members of the guild would watch the roads and protect civilians from the beasts and monsters that roamed the area.
When the Dark Portal opened to Outlands, the purpose of the Dawn changed. No longer did it only focus on the immediate threats to Duskwood, but now they would attempt to protect against larger threats, not just the Duskwood but all of Azeroth.