Races that can have warlocks in their class are humans and gnomes for the alliance; and orcs, blood elves and the undead for the horde.
Warcraft fighting games are an impressively formidable class, and even when they are restricted by the fact that they can only wear cloth armor, you will find that they can definitely hold their own in any situation that you care to name.
Due to their low armor rating, they are definitely better off far away from the actual fighting; to that end, as a warlock progresses, he or she will be able to learn to summon a minion to help you.
Warlocks are the only other class besides hunters that get to have active combat pets in wow. Though Warlocks do not control wild beasts as pets, but instead they control demons found in the nefarious regions of world of warcraft. Demons include infernals, imps, succubi, and void walkers.
At level ten, you will learn to summon your first minion, which is the imp. The imp can be a good damage dealer, but it can be fragile.
The next one that you can pick up is the void walker, which deals comparatively less damage, but has excellent armor and can serve as a tank.
The succubus is much more geared towards player versus player combat, while the felguard takes more points spent in the demonology talent tree.
Another way these demon pets differ from the hunter's wild beast pets is that they do not have to be by the warlock's side and have their own independent controls.
As an aside, Priests can control humanoid monsters as pets for a limited time while engineers can construct pets. Also other classes can find items that can create pets but for a limited period only.
All players, and hence all races and classes in world of warcraft shooting games, can buy pets. But these are pets that cannot be used in combat and are only for being looked at and taken for a walk in the park, much the way we do in the real world.
Lastly it should be noted that Warlocks are tough to level without a class guide.