Wherefore is "For what reason or why". Juliet is not asking where Romeo is physically, but wondering why does he need to be a Montague.

So yes you can interpret it as "for what reason or why are you going to be" (this thing she will now explain).

Wherefore is closer to why, or (as taught in literature classes) for what reason. Wherefore is a question, therefore is an answer.

Yes, I am confused about the meaning of "art" in this context.