Jauffre will tell you to find Baurus - a guard, who just like you was the Emperor's death's eyewitness. Go to Elven Gardens in Imperial City, to Luther Broad's Boarding House. When you talk to Baurus, he'll tell you to sit down. Do as he says. When he walks out to the basement, wait for the second man to follow him, and then go there yourself to help Baurus defeat the spy. Search his body to find a book about Mythic Dawn. Talk to Baurus to find out that Tar-Meena in Arcane University might be able to help you with finding the cult.
She will tell you that in order to find the Mythic Dawn you will have to find four tomes of their "handbook". You've already got the first one, Tar-Meena will give you the second one. She'll suggest that you begin your search in First Edition, a bookstore in Market District. The proprietor will tell you that he actually has one copy of the third part in stock, but it is a special order for a customer who has already paid for it. You have to Speechcraft him (raise his disposition to about 85) and he'll sell it to you for 100 Gold. The other way is to wait for the customer to come. Talk to him and tell him that the Mythic Dawn is behind the Emperor's assassination. Not only will he give you the book for free, but share some details of a meeting he arranged with some cultists to get the fourth tome. Go to Baurus and tell him what you found out.
Baurus turns out to be quite familiar with city sewers and will lead you to the meeting point. Follow him there. You will have to decide who will attend the meeting and who will watch it from the shadows. It doesn't matter, really, as cultists will find out your identities either way and you'll have to kill them. Take the key and the book from the body of one of them. Talk to Baurus (try not to let him die in this fight, he'll prove useful later), who will now go to Cloud Ruler Temple to serve Martin. Go through the door the cultists used. You'll find some stuff in what seems to be their underground post. Leave the sewers and go back to Tar-Meena, who'll help you solve the puzzle hidden within the books. You'll have to talk to her three times, each time giving her 24h to make some progress.
Go to Imperial City Palace and wait until noon. In a place indicated by a green dot on a compass (door of Tomb of Prince Camarril) a map will appear. You've found your cult, now it's time to pay it a visit.