Sigil's are found in various locations of the Dungeon.
Touching one unlocks quick jumping to that Sigil.
There's currently three Sigils:
On the first floor, near the top. You cannot miss it as it's part of the storyline.
On the fourth floor, from where you start, go around and head straight down. It's in the middle of the intersection.
On the seventh floor, head into the upper right room. It's in the lower right corner.