When you start a new game you'll be faced with a 2-choice option, click on accept.
After you've found the "Broken shovel" you're now able to purchase the shovel in the shop.
After you've found the "Broken jackhammer" you're now able to purchase the jackhammer in the shop.
The collector can be purchased in shop for 2500$.
Once you've maxed out your shovel you need to look for the "Broken pickaxe", purchase and upgrade your pickaxe to level 3.
Once you've maxed out your jackhammer you need to look for the "Broken drill", purchase and upgrade your drill to level 3.
After level 4 on your explosives you'll be able to purchase mini-nukes.
Just keeping mining, teleport back to ship, sell minerals, repeat.
At the "Small planet" location there's a large compound in the center. Dig it out and find the entrance, solve the 3 x 3 puzzle to unlock the door. Follow the path inside until you end up in the final room and interact with this piece on the table.
These are all the different artifacts that can be found. Use your scanner and look for the green dots, once all is cleared it will say "No signal". Everything isn't found right by the ship, if you look around you can see some rocks and debris off in the distance.