There are four such quests to unlock and completing them is possible only after starting the last main Dark Brotherhood quest, Where You Hang Your Enemy's Head. When talking to Delvin Mallory you should spend 5000 gold pieces on the torture chamber (screen above).
Return to Dawnstar Sanctuary and go to the room, where you were previously fighting Cicero. Note, that there are four persons imprisoned here. Approach them in order and start a conversation each time. Talk to them until they reveal a location of a treasure (screen above).
You should start looking for treasures only after you've learned locations of all four hiding places. Travel to places marked on the world map, interacting with stumps (screen above) or other elements of environment. Each hiding place contains only gold.