they must be near Traverse Town or near Wonderland.
but you gotta go to back to Hollow Bastion, and fight Riku!
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go to H.B.
try to go to the place where u fought Malefecent n then when you get there, a new path will open, SAVE 1st, then move on... PREPARE for a tough battle!
then next to hollow bastion after the battle, there will be a new world open to discover!
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then welp... you'll understand!
the rats only let you know that warphole exist if u didnt notice b4!
---Khilango