The vegvisirs do exist. Some say they could be found at villages, but on my (old seed) world I've never found them in villages, only on the sides of smaller stone structures. They can consist of just two upright stones, or a whole henge of stones with berserker guards and chests and everything. In fact, if you see a lone fuling berserker, you've most likely found a fuling stone circle.

As always, sailing is the best method of exploration. Sail throughout the world and keep an eye out for the big stone fingers or the henges and other non-natural stone formations.