Peckers is locked away in a cage in Stonemaul Arena. Head to the back of the arena into the big building called Kor'gall's Hovel, and veer left to find a variety of unusual creatures in various cages. If you've unlocked the Gladiator's Sanctum in Gorgrond, you should be familiar with the area -- if you haven't, this area does include a bonus objective you can easily complete while you're searching for your newfound friend. Peckers is located in a cage in the back left of the area, roughly 37,70 for those of you using coordinates. Simply click his cage to set him free, and he'll show up later on at your garrison -- apparently he's smart enough to know where you live.
So why the name Peckers, exactly? Good question. Oddly enough, the original iteration of Peckers that you released in Kor'gall's Hovel was once a brilliantly colored purple and green tallstrider. It wasn't until he got to your garrison that he morphed into his raptor appearance. He's since been fixed, and now appears as a raptor at both locations, but his name seems way more suited to a creature with a beak than a raptor. Maybe he was meant to be a tallstrider all along? Who knows. Regardless of his unusual origins and ornery attitude, Peckers makes a pretty cool addition to your garrison, and he's completely free to acquire for both Alliance and Horde players. He might not be the most useful or friendly of companions, but he's definitely worth hunting down if you'd like to give your garrison some additional flavor.