I had intended to go over the events of the novel Day of the Dragon this week, but I decided to save that for a more Cataclysm oriented post and instead work on this, the final of our overview of the wars that made the Warcraft setting. In a very real way, Wrath of the Lich King is basically a third chapter in the saga of the Third War that unfolded in the Reign of Chaos and Frozen Throne storylines. Furthermore, while a great many aspects of the setting debuted before it, the Third War introduced the Kaldorei, or night elves, to the setting, helped bring the Burning Legion to prominence, first showed us the Draenei, and otherwise helped set the stage for the world of Azeroth as it appeared when World of Warcraft launched.
You can trace the existence of the Forsaken, the loyalty of the Trolls and Tauren to the formerly purely Orcish Horde under Thrall, the establishing of a human colony on Theramore Isle, and even the activities of former and current luminaries such as Illidan Stormrage, Kael'thas Sunstrider, and even the Lich King himself to the events of the Third War.
It's hard to say when, exactly, the Third War actually began, since it was really a rather complicated affair. Certainly, the capture of Ner'zhul by Kil'jaeden and his transformation into the Lich King is of great importance to the Third War, but it's not the beginning of that comflict. Not even the moment when a nascent Lich King was hurled into the glaciers of Northrend can be called the start of the Third War, nor the moment when the sorcerer Kel'Thuzad answered the summons of that dread entity and made his way north to become the kernel of the Cult of the Damned. These moments are all important, for without them there would have been no Third War, but they are not the war's starting point.