The location you are sent to is radiant. It can be found in both Skyrim and Solstheim. It could be could in a Bandit Camps, Dragon Lairs, Dragon Priest Lairs, Draugr Crypt, Falmer Hives, Forsworn Camps, Hagraven Nests, Vampire Lairs or a Warlock Lair. The staff will be found within the boss chest at the end of the area.
Within the boss chest you will find the Azra Staff that you were sent after. This staff is randomized, so which one you find is impossible to predict. As an example: Azra's Grand Staff of Charming