This trophy requires you to walk into or touch five different statues. The statues start to appear as early as Chapter 2 and will proceed through that one and the proceeding chapter (Chapter 3).
-- Chapter 2 --
-( Statue #1 )-
Shortly after starting the chapter, you'll awaken on a stone platform surrounded by statues. None of the ones in your immediate vicinity are your target. Instead, turn around and proceed down, away from the large hallway. At the bottom of the steps should be a lone statue in the shadow. Walk up against it to shatter it.
-( Statue #2 )-
* It is better if you release the clouds in the first windmill before trying for this one.
Proceed from where you land when first encountering the bone bird towards the first windmill. Under the second shelter, look towards the windmill and you should see a tunnel, and then to the right of that, another shelter. Behind the tunnel framework is the second statue. The reason it is preferred that you release the clouds is that you won't have to worry about the bird taking you shortly after your interaction.
-- Chapter 3 --
-( Statue #3 )-
After clearing the third underwater segment, follow the fox until you come out to a large open room. To the left you should find a keyhole and one of the statues.
-( Statue #4 )-
After your struggles against the shades, you'll come out of the cave back into the ruins. Before you climb up the nearby platform, proceed forward a bit to find this statue hiding in an alcove.
-( Statue #5 )-
When proceeding with the newly built Sentinel, you'll come to a large area with a tree in the center (the first time). You'll enter the area first, so turn left and climb up the stairs and one ledge to find a lone statue by itself in the dead end. The trophy should pop up afterwards if all five have been found thus far; if not, you might have to jump back into the earlier chapters after completing the game using Chapter Select.