All treasures are marked on maps (in red). In fact, their location can be learned in the game - just buy a map in art shops. Shops in one area have maps of their location.
It is worth noting that treasures are hidden in crates or chests. Mostly they are in the alleys, courtyards, on the roofs, inside some buildings, guarded by soldiers. In the last case you need to eliminate guards.  In the game there is more "treasures" that do not count to the overall result. You can find them on boats or in the six assassin's crypts.