The Key to the City is a side quest to obtain the eponymous item.
Each of the scrolls is in a different part of Orzammar.Orzammar Hall of Heroes (entrance hall), close to the door into Orzammar. Orzammar Commons (on the bridge going towards the Proving Grounds) Dust Town, a little past Alimar's Emporium on the right next to a bucket/basket thing. Orzammar Diamond Quarter, on the ramp above the entrance/exit. Orzammar Proving, in the room south of the main-hall. This room will not be accessible until you progress beyond a certain point in the quest lines to prove yourself to Bhelen or Harrowmont.
Finding the first scroll creates a note in the codex, in the "Quest Related" section. Once all scrolls have been read the Warden will receive the quest and a chest will appear in the Chamber of the Assembly in the Diamond Quarter. It contains the item.
ResultKey to the City
Key to the city of Orzammar: a traditional diplomatic boon granted by the Assembly, in acknowledgement of the bearer's understanding of the complex dwarven social weave.
+2 to all attributes
+4% spell resistance
+10% to healing effects received, a ring which boosts all attributes by two, gives a boost to spell resistance and healing effects received.