With DF drops, you just need the correct slot at the correct ilevel.
You take that piece over to the catalyst to transform it into your classes tier set.
Like, if a chest drops, you turn that into the tier set with the catalyst.
From memory, it is near Tyrhold… Really high up.
Edit: to be more specific, here are some co-ords for the DF catalyst…
/way #2025 59.8 53.7