The Curious Curio quest will always have a map marker. Make sure the quest is active in your Journal.
There is one hard-to-reach objective below a waterfall. Jump into the crevice where the water is falling, above your map marker.
Don't expect ghosts to have dialogue. They have nothing to do with this quest. If you DO have dialogue with the ghost, this is the vanilla DLC quest. That quest can be played in parallel, and you can complete objectives for Curios Curio along the way.
If you have no map marker, even with the quest active in your journal, most likely your save is corrupt or you have a mod conflict. The most common causes of corrupt saves:
You did not start a new game when Toys&Love was first installed. It's the requirement.
You've broken the Golden Rule.
If it's a corrupt save, start a new game. If you don't think it could be a corrupt save, post in the support forum, with your Papyrus Log for further help.