In WoR, Doma Castle is completely optional. There's a big side quest there though (and it's a tad easier if you have Terra and X-Zone), which you can get to by resting there with Cyan and 3 other characters.

In actuality, most of the WoR is a side quest since you can get into Kefka's Tower anytime after you get the airship. What you should do next is find the rest of the characters you have not yet recovered (not sure who you have or don't have, so I don't know which way to direct you).