Like any other statue, you find them kind of randomly in the underground. Just search around. I found most of them inside those wooden structures that have chests in them, so spelunker potion might give you a hand.
KLouD_KoNNeCteD posted... spelunker potion might give you a hand.
Spelunker won't help with statues but creating a new world and raiding the dungeon can produce a few statues.
Yeah dungeons are a good place to find statues, also I kept creating new worlds and exploring the deep caverns near the spawn (if there were any) It took some time but that+dungeon provided me with me all the statues I need.