The primals can be found anywhere there is a wish for them to be, Eorzea or elsewhere. The Garlean Empire's spread across the other continents of Hydaelyn is largely motivated by the desire to eliminate the primals.
"Song dogs barking at the break of dawn, lightning pushes the edges of a thunderstorm; and these streets, quiet as a sleeping army, send their battered dreams to heaven."
Hipparion Tribe (Sagolii)Â - Â Antimony Jhanhi's Wiki