You need to complete the quest "Neither Human Nor Beast"
As far as I know, though, you cannot leave the Worgen area until after you complete that quest, so you probably already have the ability. Check in your spell book under the General tab (same place you find your other racial abilities).
The area in which the quest takes place is a phased area, so you cannot enter it once you leave it, but you cannot leave it without finishing the mission. Unless you somehow managed to leave the phased area before finishing the quests, in which case I'd suggest you create a GM ticket about it as that should not happen. Edited, Oct 2nd 2012 3:48pm by Mazra