It’s easy to spot this place on the map, as it is a large structure in the snowy area. To enter the dungeon, you’ll have to go over the U-shaped road and stairs. At the entrance, Yrsild gives you the quest The Fading Fire, where you have to find her grandfather Keldnyr, who is missing.
Once inside the public dungeon, continue forward over the long stairs, between two stone structures on both sides, to the left and right. As you pass by them, you’ll get to spot a large stone hut-type of structure with four pillars around it. There are two red flags at its center, next to a fire pit. This is the entrance of this building. Head into it, and keep to your left. As soon as you enter and start going left, you’ll spot the skyshard. Its glow shines above the hut too, as there is a hole in the ceiling.