This is a bit buggy, i only had 3 of the 4 collectables and this popped when i placed only 1 but the placement goes:
James mask on the coat rack by the door.
The half skull on the bookshelf next to the mushroom.
The crystal goes on AJ's desk.
And the Toy goes on AJ's bed.
Place Clem's hat last to end the episode.
Clems hat is not a collectable i just listed it to let you know to place the other things beforehand as it will end the episode.