There are random pieces of armour along the shores of solstheim. When you find one, the quest wi begin and youll get a map. After you get all four pieces, something happens (I forget what) and you'll be directed to a barrow. Youll need a key to get in (you find it with the armour). Inside, you'll need a ancient Nordic pickaxe to break through a wall and inside there you'll find the treasure and two swords which get buffed as fuck when you use them with the full armour set and each other. Altogether, the armour has a higher armour rating than any unmodified armour (I think)
Also the armour is called the deathbrand armour