The Warlocks of Qarth are men of Qarth, skilled in sorcery and magic. Once their magic was powerful, but when dragons and all the other magical creatures of the world (unicorns, kraken, etc.) were dying out their power beganto diminish. When the last dragon died, they lost most of their power.
However, their power is returning since dragons returned. The Warlocks live in the House of the Undying where the ancient warlocks live on and on in a semblance of life, preserved by their combined power.
They try to hold Daenerys and her dragons there, but she escapes them, setting fire to the place and killing the ancients. The warlocks have vowed to kill her for this. They went to Pentos looking for for her, but she didn't go there when she left Qarth.