There are a total of 15 Lost Artifacts (not to be confused with Ancient Relics) that must be collected:
5 Lost Artifacts of Europe - located in the Vatican (guide -
https://thegameslayer.com/guides/indiana-jones-the-great-cir...)
5 Lost Artifacts of Africa - located in Gizeh (guide -
https://thegameslayer.com/guides/indiana-jones-the-great-cir...)
5 Lost Artifacts of Asia - located in Sukhothai (guide -
https://thegameslayer.com/guides/indiana-jones-the-great-cir...)
Finding one in a map starts the "Lost Artifacts of [x]" quest under the Journal's Discoveries.
The achievement should pop following collection of the final Lost Artifact; there is no delivery or further action besides collection.
If revisiting maps to collect, make sure you have seen the save icon (hat) before leaving that map. I strongly recommend leaving the vicinity and relocating to force the save checkpoints to register that collection.
Each of the maps has a vendor that will sell an Exploration guide called Vatican Artifacts, Gizeh, Artifacts, or Sukhothai Artifacts if you are having trouble locating them. These Exploration guides are not necessary purchases for any achievements.
These Lost Artifacts can all be found during exploration and cannot be missed but may require solving Mysteries (puzzles, finding safe combinations, etc.)