As you progress through the main questline you will come across buildings that have 'Glyphs' on them. When first finding the building a red eye symbol will appear above the location image when it is being added to the database.
The Glyphs are markings that glow. To start the puzzle that it contains, you must stand in front of it and turn Eagle Vision on (this also helps when searching for them because they glow red).
This site will help you with the Glyph locations.
http://www.gamesradar.com/f/assassins-creed-ii-glyphs-and-st...And this will help with the solving.
http://www.gamesradar.com/f/assassins-creed-ii-glyphs-and-st...