Check your map. It should be marked in Winterhold. Icon looks like a stone with a rune carved into it. You can fast travel there without having to discover it. When you arrive there, you should see a Dwarven door and a pile of rocks, You'll notice the door is locked. I'll leave you to figure out where the key is. Or you could just read the description. Either way, it's that simple.
EDIT: And if you still can't find it, check the images I uploaded. the last screenshot has the location on it.
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EDIT: And if you still can't find it, check the images I uploaded. the last screenshot has the location on it.