On this page of the Assassin's Creed Valhalla guide, you will find a detailed walkthrough for the War of the Collectors side quest.
Before you can begin this task, you must first build a museum in Ravensthorpe. Once that is done talk to Octavian and accept the quest A Rivalry for the Ages.
Rewards: 1,200 XP.
In the place marked on the image above, you will meet a man, Maximus, an art lover from Ravensthorpe who was previously mentioned by Octavian.
Talk to him and buy the roman legionnaire statue that Octavian is so keen on obtaining from him. If you have at least level 5 of Charisma you can get it for free.
Simply enter his house and take the precious statuette from the table. The mission will be accomplished.