You will get treasure maps throughout your playthrough. Both armies and heroes can dig for them, though I would recommend simply sending out a couple of heroes and keep them searching these treasures throughout your campaign.
They give you a specific location and you then need only to put your hero on top of whatever fits the ryme. Usually it is a feature clearly visible on the campaign map like a big skull, drawings on the ground or a waterfall.
The game is not pixel precise about it, but some might take two tries to get the exact spot right.