"Read Cultists' Orders" is an objective in the quest "Dragonborn" in Skyrim: Dragonborn.
Walkthrough[edit]
After defeating the Cultists of Miraak, loot their bodies
You should find Cultists Orders on one of them
Open your inventory and read the orders. You will find it under "Books"
The orders mention that these cultists came to kill you and they think you are a Fake Dragonborn
It also says that they came from Raven Rock to Windhelm, so their ship they came in must still be docked at Windhelm, which becomes your next destination