When you get out of the dwarven mines (the map with da pyramid and hyena quest) you will be navigated by Lina herself. The destination looks like Head with open mouth and has blue electricity effects.
When you get out of the mines, you face the pyramid and have the entrence in the mines in your back - turn right, then again right and you should be able to see that statue by yourself. (To get in the mines in first place - you should follow the main quest - it is the one with the crown
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