While on your adventure, your main source of income will be obtained from Treasure Chests. More often than not, you will find them by the use of Treasure Maps. Like you would expect, these maps will point you in the direction of the treasure, either to an island or landmark, that will always be marked by an X. Treasure Maps will appear and be received randomly, and they will each use different landmarks on different Islands. Since they won't say which island the buried treasure is found, you will actually have to compare it to your Ship's Map to find the one that closely resembles it before heading in that direction.
Once you arrive on the correct island of the Treasure Map, you will then have to go on the search for the treasure by using the map and your own personal compass. After eventually finding the treasure, it will be up to you to dig up the booty and bring it back to your Ship. But be warned: you won't be able to turn the treasure into real currency until you bring it safe back to port. This means that not only can you lose it on your travel home, but other pirates might also try to steal it from you.