During your adventures you will find keys. There are two types of key: Exquisite Key, and Exquisite Master Key. There is only one master key, but of the exquisite keys exist 7 or 8. Keys are consumed upon used and can be found in various locations. They are sometimes hidden behind destructible walls, sometimes drop as loot from stronger unique enemies, and sometimes obtained through quest rewards (e.g., Razi's 'The Test').
Locked doors can be found throughout the world. There is always one locked door in the Blue Robes zone (top right) which contains some steel ingots and potions (although the loot is largely random). The Temple of Silence contains a lot of doors in a row, found on the left side of the map hiding behind a special wall with some weird inscriptions. As of yet, I have not found enough keys to open all the doors there to find what lies behind.
There is one more door found in a random floor on the Smothering Caves which cannot seem to be opened by exquisite or exquisite master keys (I had both in my possession when I tried). Fortunately, an enemy teleported me inside the room where I was able to step through a portal. I found a zone with quite powerful equipment, but before I could get it all a large spider managed to kill me.
Gathering Information Edit
In order to be able to start gathering information, you must first speak to Sir Dadrodes, who is located in the Rooster Inn at the Western Passage. He will automatically talk to you once you have a key in your main inventory (not in your portable chest!), but will otherwise ignore you. You can now ask others about the keys.
Upon completing the first stage of Joining the Blue Robes, Raghar will tell you about the vault underneath the Temple of Silence, and that the keys must be used to open it. He knows nothing more than this. However, after learning this information, you can speak to Sir Dadrodes once again and tell him the location of the vault. He will become excited, and will give you all of his keys to aid you in opening the vault (2 in my case).
The next step of the quest is opening the vault. As of yet, this has not been completed.