There is an urn looking thing, you need to press R and interact with it. The arrow will point you to it.

Go to the highlighted spots on your map and there you will find a jar/gourd you are supposed to interact with. I couldn't find it for the longest time because it was actually invisible. So make sure you get off your horse while your there and search around the highlighted area for an invisible object.

there's nothing there, just go into the middle and press R when prompted.

I believe I figured out the cause of confusion in this quest.

You're supposed to do 2 things: 1. Rescue hostages, and 2. Learn about the power. What happens is that you rescue hostages from the spot marked in the east side, then go to the spot marked in the west. However, there's nothing really in the western spot. After rescuing the hostages in the eastern spot, check the large urn there!

Summary: Remember to check the urn in the eastern spot just as you're destroying the prisons.

You can finish the quest on east/right. After you release prisoners there's a urn you must interact with, located just behind those "jail cells"