She comes in a boat, like everyone else. No pomp, no circumstance, no recognition. This is as it should be; the Mercy Cousland who participated in the defeat of the Archdemon ought to have died in her battle against it, and perhaps, in some sense, she did. This other Mercy, who will not breathe her full name in this place, is all that remains.
She finds a place to stay that's all right with her keeping a Mabari hound. She attempts to find nonviolent work, but she's not exactly an expert on wage-earning, and eventually she relents and searches for some unambiguously worthy place to aim her sword.