A COMPLETE guide of all 90 collectibles in Ryse: Son of Rome can be found HERE
The collectibles, including chronicles, scrolls and vistas, are found within the 8 story related chapters of the game. Upon picking up the last collectible of each variety, you will be rewarded the achievement(s).
You can check your progress using the menu at any point during the game as well, and picking one up will save it immediately. Feel free to replay chapters to pick up anything you've missed.
Alternatively, please see this video which is the beginning to the collectibles guide video playlist