This is one of Imperial Cult Oracle quest. The journal says I need to find " Cardruhn " in order to get to the place where this warhammer is.

But where is Cardruhn?

Ok.. none spoiler version, ask the usual Savant and Scout about it. Need to ask both, mention the halls of the dead to the savant and mention sealed daedric ruin to the scout.

If you need more help.. I'll post some follow up info.

I did this quest quite a while back, so I don't remember if Cardruhn is the name of the ruin or of some NPC. I don't remember the detail about Cardruhn at all, what I do remember is going to the Savant and the Scout and having trouble getting information until I found that option to ask about a sealed daedric ruin while talking to the scout.

Anyway, the full spoiler to the location of the hammer revealed if you keep reading.
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Go to Sadrith Mora, and head out east over the hills. You should reach a daedric shrine with no entrance. Go northeast from here onto an island and find the Omaren Ancestral Tomb. Near the end of the tomb you should reach the Forgotten Vaults of Anudnabia. Enter the locked vault; the hammer is located in a dangling locked chest in the middle of the smelter.