Each artifact has a different effect, some rise your money, some decrease, PCC gives one planet, others give turns.
To get them you need to dig in a planet, on Manage Colonies -> Choose a planet -> Excavation dig. You need to use turns to excavate.
The best planet to dig on is a 2 land U.Spazial, followed by Gas then Oceanic, the lowest the land, the better.
You can also fuse two or more artifacts into a rarer one using the Capsule Lab. To get the Lab, you need to research for it then build a project, after 72 hours that you complete the project you will be able to use the Capsule Lab.
To see all the artifacts, their effects and the fusing formulas, go to http://www.artifacts.tk/