Where are Marcus' dwarf remains?

If you talk to the wizard in front of the museum, you can get the key. After killing the spider, you can see a person's body (wearing imperial military uniform) at the end of the cave. After reading it, you will start the Dwarf Relics Mission, break the spider web at the end of the cave and enter the Dwarf Relics. Strictly speaking, it is not a dwarf relic in the Lord's palace (completely guarded), but the task of the Thieves' Guild will let you go there.