The Eye of Sauron makes an appearance in Wrath of the Lich King in the Death Knight starting zone. It goes under the name of the Eye of Acherus. In the image at the top of the article you can see the two side-by-side – the Eye of Sauron on the left, and the Eye of Acherus on the right. Arthas himself directs you to control it and use it to gather data from New Avalon, a nearby Scarlet Crusade fortification.
Take a look at the gallery below for images of the quest, what you do during it, and how everything appears.