As soon as you unlock level 4 Guardsmen, your Captains will get a new Artifact slot. It will be available in the main Captain management window.

You can unlock further artifact fragments on the Summoning Circle. 

Inside the Summoning Circle, you can unlock Resources, Artifact Experience, Artifacts, Artifacts Fragments, or Artifact Random Bonuses Fragments. 

Q: What are Artifact Random Bonuses Fragments? 

A: Different from Artifact Fragments, Bonuses Fragments are used to replace random Artifact Bonuses - at the moment, only available for Mythic Fragments. 

Q: How do I unlock the Heart of the Forest and the Forest Crown?

A: These Mythic Artifacts can be unlocked in the Seasonal Kingdom event.