Silus Vesuius's House is located in the city of Dawnstar by the waterfront. It is also the building which houses the "Dawnstar Museum".
Before you receive the quest, Silus Vesuius will not have Mythic Dawn flags outside of his home, but as soon as the Courier comes to you they will appear. Inside his house, there are four locked display cases. They include four of the Commentaries that the Hero of Kvatch had to find during the Oblivion Crisis, a full set of Mythic Dawn mage armour, a single page from the Mysterium Xarxes, and a piece of Mehrunes' Razor.