The riches of your empire are kept in the treasury. A treasury can only store one artefact.
In order to capture a treasure you need to destroy the treasury holding the current treasure and then launch a normal attack from the village where your level 10 or 20 treasury (depending on the type of the desired treasure) is placed. This attack has to be successful (at least one attacking unit has to survive). Your hero has to be part of the attack and needs to survive it in order to claim any construction plans and artefacts.
The level dependent attributes (such as construction costs and generated culture points) can be found here.
For the full table of construction times click this link for server with 1x speed and this link for server with 3x speed.