How do you play the horror from the ruins event?

In this you just need to kill the normal marauder enemies in the world map. You will collect Shadow Assassin Chests in addition to the normal rewards. You can get up to 100 per day and you will get several with each kill. The event lasts 4 days.

Once you have collected some you can find them in your inventory (item bag) and 'Use' them to exchange them for rewards.