You have to go through the Dark Brotherhood questline. Innocence, my brother.
The museum is in Dawnstar, Skyrim.
The secret hideout for the Dawnstar Sanctuary is located in Skyrim, just east of Torched Skeever tavern. It is underground, accessed via an unassuming shack.
He lives in Dawnstar.
On the coast, northeast of Dawnstar.
You need to complete the 'Walking Nightmares' and then the 'Kill Giants' quest for Dawnstar. Then you will need to help three Dawnstar residents to become Thane. It is the only house in the Hearthfire DLC where you are required to become a Thane before you can purchase it.
The Tower of Mzark is located in the Pale, south of Dawnstar. Source: Elder Scrolls Wiki page "Tower of Mzark"
The nine holds of Skyrim are; Eastmarch (Windhelm) Falkreath Hold (Falkreath) Haafingar (Solitude) Hjaalmarch (Morthal) The Pale (Dawnstar) The Reach (Markarth) The Rift (Riften) Whiterun Hold (Whiterun) Winterhold (Winterhold)
There are no others you can acess other than the 1 in cheydinhal
Dawnstar was created in 1977.
to my knownledge there is no workbench in dawnstar
You should receive a courier message after you hit Lv20, inviting you to see the museum. But you can just head there anyway after you reach Lv20, you do not need to wait.
Quicksilver mine in Dawnstar town has 5 veins to dig up the ore, take or find a pickaxe. There is a smelter at the entrance to turn the ore into ingots :-)