To find it, follow the road northwest from Bravil until one get to Robber's Glen Cave. From there, more north-northwest and one will reach the Grove. It is also almost directly east from the Inn of Ill Omen.
Hircine will ask the Hero to travel to Harcane Grove to kill a unicorn and bring back its horn. The unicorn is guarded by three special Minotaurs, and the unicorn itself may also be hostile. If killing the minotaurs is needed, or any other nearby enemies, try to draw them away from the unicorn before killing them.