The collectable objects in Shivers 2 are prayer sticks known as "bahos." Carrying one is a constant drain on your life essence so you should dispose of it ASAP. You should find a symbol near where you found it to identify it. Take the bahos to the canyon (the cave is a different place) and look for a matching petroglyph. When you find the right one, click on it and solve the tangram puzzle. Then take the bahos to the kiva at the far end of the canyon and place it on the altar. Now you can return to find another.
The petroglyphs in the canyon will attack you so it makes sense to save your game before entering. Then when you've searched and found the proper petroglyph, make a note of where it is and restore your saved game. Now you can go directly to it with little loss of life. After placing the bahos on the altar, use the map transport feature to return to town bypassing another trip through the canyon.
Hope this helps. Ask if you need more.