"Finders Keepers" is a passive ability you get upon completing the first Thieves Guild quest. It enables you to find special chests called Thieves Troves scattered all around the game world. This includes DLC areas.
The Troves emit a bright blue light that makes them easy to see at night time in-game.
I've read that people will actually camp Trove spots but this may have been for the PC and has since possibly been patched for for both PC and consoles so that it's not really possible.
Troves function like most other things that can be found in the game in that it's first come first serve. (I'm not sure if you can remove just a single item from a Trove to get progress towards your achievement.)
I found that a lot of the Trove locations can be found on here:
http://esomap.uesp.net/It's a nice interactive map, you can simply type in "trove" to the upper left and you'll get a long list. You can even zoom in on a specific region and then click the box to only show what you search for in that region.
I advise using a computer or tablet for that site, it probably won't work all that well with a mobile device.
Because half of the challenge after knowing their "location" is actually finding the Troves exact location, I think I'll try my best to go around taking pictures so you can quickly tell if a Trove is not in its spot. I probably won't find a lot of them but I'll do my best to find a few in several regions.
It took me roughly four hours of running around and not knowing the exact locations but just using the above map. What I suggest is that you rotate looking at several different spots and then when you have found a few, check those ones more frequently while trying to find the others.
The below video will explain what I have up top but also shows what they look like: