When you start a Vault voyage, you'll receive the special Gold Hoarder compass that points towards multiple islands. Follow one direction and dig up one piece of the map (compass should spin when you're on top of the spot to dig on an island).
Now, normally, you'd find the next 3 pieces of the map to complete the full picture of which island you need and where the "X marks the spot" is located. Instead, you can be either very lucky and find the piece of map which already has the X on it; just find the right island and dig! Or you'll have to dig at random once you figured out which island you need (most of the time bigger island like Thieves' Haven or Kraken's Fall).
I had both instances occur. You wanna test your luck or wait until the Sea of thieves-voyages give you a break?