Where Is Dawnstar Museum?

The Dragonborn might at some point actually visit the Museum of the Mythic Dawn which is located in Silus Vesuius's House there, leading to the quest Pieces of the Past.

How do I get to the museum in Dawnstar?

Sometime after you reach level 20, a courier will deliver to you the Dawnstar museum pamphlet, announcing the opening of the museum and noting that admission is free. This activates the miscellaneous quest, "Visit the museum in Dawnstar".

Where is the Dawnguard museum?

The building is located near the bay and the closest building to the Dawnstar Sanctuary.