User blog comment:Aesse/Daedric artifacts/@comment-4129359-20111227094051/@comment-3076045-20111227094420

^^ This. Yes, you need to take possession of the artifacts in order for it to count. Another example of this is the Waking Nightmare one. If you chose instead to not take the artifact, that doesnt count. You can miss one, but ONLY one in order to get the achievement.