The Key to the City is a side quest to obtain the eponymous item. In order to get this quest The Warden needs to find and read five scrolls spread out all over Orzammar.
Walkthrough
Each of the scrolls is in a different part of Orzammar.
Orzammar Hall of Heroes Hall of Heroes (entrance hall), close to the door into Orzammar. Commission Report.
Orzammar Commons Orzammar Commons (on the bridge going towards the Proving Grounds). Document.
Dust Town, a little past Alimar's Emporium on the right next to a bucket/basket thing. Assembly Directive.
Orzammar Diamond Quarter, on the ramp above the entrance/exit. Council Writ.
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. Writ of Censure.
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.
Rewards
Key to the City, a ring which boosts all attributes by two, gives a boost to spell resistance and healing effects received.