To begin the quest, talk to Phoenix Artemis in Swan Lake Basin (X:216 Y:161).
He will give you a Material List of Heaven Spirit Spell. With this item, you must collect 20 King-Size Kuku Eggshell from King-Size Kuku Egg, 20 Noddy Stone Materials from Noddy Stone, and Shredded Hulu Bamboo from Hulu Bamboo.
When you have collected enough items, talk to Frost Lady in Copperhorn Mountain (X:297 Y:326). She will tell you that you do not have enough items and will be given a Singing Frog Charm to help you locate the Skin of Sandstone Worm around X:660 Y:518.
You can use the Singing Frog Charm in your inventory when navigating Copperhorn Mountain. The frog will croak more the closer you are to the target item. You will need to use it when you're right on top of the item in order to receive it.
Go back to Phoenix Artemis to obtain your rewards.