Scarlett is the one in charge on one of the shops (it's to the left of the main slavery building). It's a Harpy, so you can't miss her (if you're in doubt, just look at the present characters descriptions, and check for portraits)
She treats you like s#it and kicks you out if you don't have Arthur's quest activated I think. Once you get it, you can talk to her, and have a quest (which continues the main quest).
The auction is different:
It doesn't has content in itself., it's made so you can upload NPCs and buy them as slaves.
When you look at a NPC description, there's a little icon at the top-right corner of the screen, it should read "export character".
(Once exported, it goes to the game's folders, inside "data>characters".)
When you export a NPC, you can go to auction, and upload any exported char, it's easy.
Basically, a way to have a slave looking like ANY character you want. You can even export yourself