You have to go through the Dark Brotherhood questline. Innocence, my brother.
The museum is in Dawnstar, Skyrim.
The Dawnstar Sanctuary is located north of the city, on the shore and embedded in a small cliff. You can't enter without joining the guild.
He lives in Dawnstar.
On the coast, northeast of Dawnstar.
In the "Dawnguard" DLC for Skyrim, Gunar can be found in the town of Dawnstar. He is typically located in the Windpeak Inn, where he can be seen sitting at a table or interacting with other NPCs. If you're looking for him for quests or dialogue, checking the inn is your best bet.
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
to my knownledge there is no workbench in dawnstar
Dawnstar was created in 1977.
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.