Destroy a Coldharbour Sentinel is a quest objective/task in The Elder Scrolls Online
Find a road leading uphill. There are several routes to take, the shortest one is to enter a road on the other side of the Soul Shriven Camp (see red arrow in screenshot below:)
When you reach the Coldharbour Sentinel (looks like a giant blue eyeball), approach it and interact with it to destroy it:
Note that attacking it with your weapon will have no effect
There are 2 Coldharbour Sentinels in The Towers of Eyes. You only have to destroy one of them.