i already have the first two pieces( i think). the last 1 i believe the museum lady in godsreach has it. how do i get it?

You could check out all your quest queries on UESP and UHS websites. UHS gives clues as a series of stages so you don`t get a straight spoiler.

Also you'd find several comments if you use the search button. Anyway, you give her (not sell) three of the unique artifacts the museum wants. And search this forum if you need a list, I know it's here.

I only gave her two artifacts.

You only need to donate two of the items. You should probably choose two that have useless enchantments.

I am sorry, but what do UHS and UESP mean?

UHS is Universal Hint system and UESP is The Unofficial Elder Scrolls Pages