After completing the Skyscraper Addition questline, you become a member of the Explorer's league. They can assign you quests, and you can buy things from their store.
The first mission became available on November 6, 2015. From the in-game news item: “Have you built the fourth floor of the Skyscraper in the Commons? Have you completed the Molten Core area in the caves? Then you need to talk to the Town Crier to start on your most devious challenge yet! The Explorer's League has heard some rumors, and you're who they call when they need someone to follow them up! This is the first part of a series of quests involving an ancient, powerful artifact that everybody wants to get their hands on!”
(Note: You do have to complete the Molten Core. It's possible to advance past it without finishing all the puzzles, but this doesn't count as completion.)
Here is the official Codename blog.
☀ This BW Bigfish forum post has a *SPOILER* list. Scroll down to see spoiler list is in chronological, or world (roughly west-to-east), order. This is the order in which the boxes will appear in your inventory. The forum post has a number of good hints so read all of it for helpful hints, should you need them. EG: The locations of all the lock-boxes that you find are shown in your inventory. Just click on the "Key Items" tab.☀ There is a Fishing area nearby in a lot of the areas, so you can replenish your energy without teleporting. (And it's an excuse to fish up any decorations or gear you may have missed prior!)
Lockboxes Locations: Edit
The Explorer's League has a store, but there's nothing in it at this time.