There is no college of illusion but there is the College of Winterhold. As the name suggests, it's in Winterhold (north of Windhelm).
The shrine of Azura can be found south of Winterhold
Skyrim for Pimps - 2011 Crotch Vs Winterhold 2-11 was released on: USA: 25 July 2012
The nine holds of Skyrim are; Eastmarch (Windhelm) Falkreath Hold (Falkreath) Haafingar (Solitude) Hjaalmarch (Morthal) The Pale (Dawnstar) The Reach (Markarth) The Rift (Riften) Whiterun Hold (Whiterun) Winterhold (Winterhold)
You can get helm of winterhold by completing quest "Dungeon Delving", which you can get from Winterhold's Jarl. Helm of Yngol is found in the Yngol Barrow, which is northeast of Windhelm on the south bank of White River.
Yes you need to do the quests of the college of winterhold and they come to you.
Unfortunately, I don't think you can
they are scatterd all over skyrim but you could buy them from Phines Gestor he is in the collage of witerhold located north of winterhold
It's a College of Winterhold quest. Just do those quests and you will stumble along the quest :)
Well I know Septimus is in a little cave/hut thing north of College of Winterhold.
There are two factions with 'college' in their name, the College of Winterhold, and the Bards' College.
Skyrim Shattered Shield - 2013 was released on: USA: 7 January 2013