Go to Menu > E-Shop > Timesaver Packs. Here you will find a map which unlocks the locations of ALL collectibles (cockades, chests and artifacts).
This map costs 150 Helix Credits. Normally you only can get them by paying real money BUT in the first few sequences you will get some Helix Credits for free. Save them and buy the maps you need.
One Cockade is in a vault behind a locked door. A guard wants a password, this password is unlocked by doing the Paris Story mission called "The Cult of Baphomet", which is located north of Notre Dame.
UPDATE: If you have wasted your Helix Credits for other things, you can get 200 Helix Credits via the Uplay App for free !!!
Don't forget Versailles. Also, some Cockades are in places you can only enter by doing side quests. If you cant enter the area the cockade is located look for some side quests nearby.
This is how your map will look when you purchased the map:
I hope the guide is helpfull. English isn't my mother tongue, so maybe there are some language mistakes.