How map fragments work
Open the map in an unrevealed region. Even on a blank map, the game draws a small stele icon where the fragment sits. Place a beacon on it, ride there, and pick up the glowing item at the base of the stele. The region is drawn instantly, and all Sites of Grace you have visited appear.
Base game fragments (19)
Fourteen overworld steles: Limgrave West and East, Weeping Peninsula, Liurnia East, North and West, Caelid, Dragonbarrow, Altus Plateau, Mt. Gelmir, Leyndell Royal Capital, Mountaintops of the Giants East and West, and Consecrated Snowfield. Five underground pickups: Siofra River, Ainsel River, Lake of Rot, Deeproot Depths and Mohgwyn Palace. Exact pins are on the map fragments page.
Shadow of the Erdtree fragments (5)
Gravesite Plain (north-east of the Gravesite Plain grace), Scadu Altus (north of Highroad Cross), Southern Shore (south of the Cerulean Coast grace, watch for the Ghostflame Dragon), Rauh Ruins (south-west of the Ancient Ruins Base grace, guarded by two Guardian Golems) and Abyssal Woods (just before the Abandoned Church after Darklight Catacombs). Several regions sit above or below one another, so check the region page for the entrance route.
Using this site instead
The interactive map already shows every region. If you only want the in-game map filled in, filter to Map Fragments, ride to each pin, and tick them off as you go.