This one is relatively simple and can be done on Co-op as well.
First thing first: Select Archaeologist challenge card before starting your run.
If you're lucky, you will find a crypt right away. Then simply get the 5 artifacts inside. Sarcophagus and codex count as artifacts. Be careful not to get caught in the traps.
You can also occasionally find artifacts at landmarks and ruins.
After you pick-up your fifth artifact, the achievement will pop a few seconds later. Good luck and happy hunting.