Board Thread:Skyrim/@comment-12987076-20130722193956/@comment-6881629-20130722195706

After the puzzle where you have to run between three stones then Whirlwind Sprint though the gates you'll come to a bridge with Dragon statues that rise out of water the horn is on a alter just after the statues heres a pic (the horn in the midle of the alter by the candle). If you have the quest selected in your journal though you should have a quest marker.

SPOILER(ISH)! The horn has actually been taken and replaced with something else get that instead...