Each one has to be unblocked by taking out the bone stuck in it.

When you’re done, press the button and defeat the powerful robot.

The third shard has been hidden insideMzulft, to the south-east ofWindhelm.

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To obtain it, you will have to open one Master or two Apprentice locks.

The fourth shard is hidden insideDeep Folk Crossing, north-east ofMarkarth.

It’s lying on one of the stone pedestals.

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theRuins of Bthalft- south-west ofIvarstead.

After getting there, speak toKatria.

The woman will tell you to place the obtained shards on the nearby pedestal.

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Afterwards take them and move away a couple steps for an entrance to appear.

Inside the ruins, pull the nearby lever and keep moving onwards until you reach a large closed gate.

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The Elder Scrolls V: Skyrim - Dawnguard