From time to time you will come across treasure maps (more so if you are a Treasure Hunter class). These are usually gained as loot from monsters, once you kill one.
Treasure maps point to a place on the world map where treasure has been hidden, to gather the treasure you need to dig it up.
Therefore before you begin you need two things:
The Mining skill can be gained from a trainer, use the Help > Manual > Knotwood Valley page to find the Mining skill trainer.
A spade can be bought from a General Store, such as the one inside Springlade Town at 31, 59.
Equip the Spade to your left or right hand slot, then go to the Inventory screen and use the Treasure map. The map will reveal the location of the treasure, click on the treasure marker to go to that square. Then click on the Spade in your hand slot at the bottom of the screen to trigger the treasure digging process.
You will usually get a random treasure item, and sometimes a more rare item like a Legend tablet.