So that is tied with something called set dungeons. They are specific dungeons at specific areas. Each class set, (a green 6 piece set) has a dungeon tied to it.
That link will be location of all the dungeons.
So choose a set find the location and run the dungeon doing the tasks it asks. There are many youtube videos that will guide you through it. Just youtube search diablo 3 set dungeon (then name of set they are using).