This is the collectible achievement for gathering all 42 of the Artifacts laying on the ground throughout Mordor. You'll also need to find their Memory Points by moving the object around (press X by 'default' to activate the memory) and listening to the audio recording. You can collect it by going up to it in the Wraith World (press V by default), and then pressing your use key (Ctrl by default).
Luckily, the collectibles in this game are all highlighted on your map as soon as your activate the nearby Forge Towers. You'll know if you've activated the forge tower if the tower icon on the map is bright blue, you can fast travel to it, and the area around it on the map isn't shrouded in darkness.
Remember, there are two maps and you can't go to the second one until a little while into the story, so you can't get them all right from the beginning. You'll unlock the second map about a third of the way through the story, where you'll find the rest of the collectibles.
P.S. Some of the collectibles are in caves at the very edges of the map, so if you can't find one on the map, look around the borders to see if it's there.