Part of the fun of Lost to the Ages is that it's a scavenger hunt - you get Katria's journal, a few hints and off you go to explore. That's why quest markers will only appear if you've already visited the dwemer ruins beforehand and had them added to your map. Otherwise, you only have Katria's word and her journal to go on.
If you really don't want to bother with any of that, then the wiki lists all of the locations for the shards and the forge and you can click on each location's individual article which will have a screenshot of it on the overworld map so you can pinpoint its location exactly.
I had a quest marker pointing me to the first location, where you first meet Katria. I went through there with relative ease, got the first piece and upon leaving was given 3 quest markers for the next locations, 2 of which I had already been to. I opened the map, looked at them, picked the first of 2 that were very close together, and I had already been to, and selected to fast travel there. I went in the first ruin, got the shard, then my quest marker disappeared. I left the ruin, made sure the quest was active, but it showed me none of the other 2 locations it showed when I left the first ruin. I remembered the name of the second, fast traveled to it, and as soon as I landed, it gave me an arrow to the location. When I left there, I got no indication where to go for the 3rd spot, so, I looked on the wiki and fast traveled as close as I could. Once I walked toward it, the quest marker appeared. Same thing happened for the final location. Marker only appeared when I was close. Shouldn't be like that, especially when at one point it gave me all 3 locations.