If you're following along with the guide's suggested path, you've killed Crown of the Ivory King's first boss, spoken to the disembodied voice and recruited three Knights of Eleum Loyce. In this section, we'll explore an optional cave, collect some items and the Garrison Ward Key, which unlocks the door to a bonfire and the DLC's optional area, Frigid Outskirts.
If you're just looking for the Garrison Ward Key, you'll need to have defeated Aava, the King's Pet and spoken to the disembodied voice to thaw the ice as prerequisites.
Start at the Outer Wall bonfire and make your way toward the second bonfire at the Abandoned Dwelling, taking a right at the intersection by the bonfire, heading down the spiral staircase, past the frozen fountain and left into the building before the bridge. If you have a Flame Butterfly, take the door farthest from the staircase. If you don't, open the door closest to the stairs and light your torch first.
Continue past the doorway on your right that leads to the Abandoned Dwelling bonfire and light the four torches. Doing so will open a large stone door.
Enter the cave, turn right and fight a Flexile Sentry, the boss in the campaign's No-Man's Wharf level. If you back out, he'll follow you into the area with the torches, which gives you far more freedom of movement.
Reenter the cave, turn right again and then turn left just before where your vanquished enemy stood. Take a path that leads to the top of the room. Kill the Retainer at the top of the path. Hang out there, and the remaining half-dozen Retainers will arise from their meditative states and head toward you to you in a nice, single file line, basically asking to be killed. Oblige them.
Hop down one level and pillage a corpse for Human Effigy x 2.
Hop down the remaining levels and square off against another Flexile Sentry, who's hiding on the path farthest from the door. Pillage the corpse behind him for the Garrison Ward Key x 1.
On your way out of the cave, look for a suspiciously door-like section of the cave wall on your right. Hit the action button in front of it to reveal a hidden door. Walk up the path you've uncovered and pillage a corpse for Bone Fist x 1, which is made for fisticuffs.
Make your way back to the Abandoned Dwelling bonfire, which is the first stop on a path to using your new key.