You must lead it to the Gallows at the Courthouse, however it cannot survive on its own, so you must lead it through a few trains of zombies on the way. Melee the third sign and a Wisp will appear (Vulture Aid perk required to see Wisp).

Before you melee the third sign however, place a Time Bomb (can be obtained from Mystery Box). Once you know what three phrases you have, locate the signs with those phrases and melee them in order with either the Galvaknuckles or Bowie Knife. There will be three lines of code that translate into phrases: Once you place the lantern, a Freemason cipher will appear on the wall. With the lantern charged, head to the roof of the Gunsmith and place it on the lantern symbol. Each kill you will hear a chime, and when it's fully charged Maxis will speak to everyone. You must be near the dying zombie(s) for the souls to charge the lantern. To do so, you need to kill 10 zombies with any of the following: Leeroy, Trample Steam, Head Chopper, Subsurface Resonator or Nuke power-up. Once you have the lantern, you will need to charge it. If you leave it on the ground too long, it will disappear and will need to be knocked down again. Throw a grenade at it to make it drop, then pick it up. Once the orbs are charged, you'll see a floating, purple lantern above the mansion that floats around the graveyard. To destroy them, use the Subsurface Resonator on them.

Behind Mansion, in a garden to the right side.

Please see Death From Below for how to create this. For this, you will need to create the Subsurface Resonator. There are four orbs that require destroying. With them, build the Gallows just outside the Courthouse to the right of the door.

Lightbulb - Sheriff's Office, second floor above Leeroy's cage.

Spool - Gunsmith, in the room to the left of the weapon chalk room.

There are four pieces for building the Gallows:

Black ops 2 vengeance pack free