This level 14 quest must either be done before Triss leaves Novigrad after Now or Never -- or, you can do this quest later, if you've successfully romanced her (ie, decided to be true to just her). Note that there are two very similar quests; the other is called The Nobleman Statuette.

The quest is triggered during A Dangerous Game when you go to the secret room in Caesar's house at the top. Please note that you can't do this later as the house will be locked after A Dangerous Game concludes.

Once you've got the statue, go to her location at The Cooked House or Rosemary and Thyme, head upstairs, and show Triss the statuette. Triss will leave with you to case a spell, summoning a Nilfgaardian soldier, who was trapped in the statuette by Coral. Ask him his name and you'll solve his plight and complete the quest.