The House of Curios is found in the Fields of Misery. An outdoor area in Act I of Diablo III, it is sometimes found in a small random map area called Lonely Dwelling (~5% spawn chance). Inside you'll find Adenah the Curio Vendor and Adenah's Jottings.
The player(s) may start on the quest from: Act 1, Chapter 5, Part 2. Teleport to the Cemetery of the Forsaken. Head northwest through the gate that may appear closed. It will save a checkpoint upon entering the Fields of Misery which you can leave and resume from. It also may be bugged where you have to start from here or you will never find it.
Seeing a Waypoint, the Decaying Crypt or the Khazra Den is normal, you still have a chance for the Lonely Dwelling. Other event areas such as Sheltered Cottage, Forsaken Grounds and Forlorn Farm may also spawn alongside Lonely Dwelling. Following these steps, one should get the House of Curios quickly.