You found Emily's doll hidden in each of the 10 challenges
Mystery Foe: It is hidden atop a rock formation in the bedroom, on the far side of the map from where you start. The room contains a canopy bed, a table that can hold a clue, and a man and woman standing near a fireplace.
Burglary: It is hidden in a secret room on the third floor of the house. Using Dark Vision, seek out and use the blue lamp with . The doll is atop the table in the small room.
Back Alley Brawl: It is hidden atop a pulley above and to the left of the starting point. To get there, Blink up to the roof ahead and to the right of the starting point, turn around and double-jump/Blink to the roof above the starting point, turn right and walk up the chain, and finally Blink to the pulley to your right.
Assassin’s Run: It is on top of a bookcase, just after the third room with the weepers. After finishing them off, continue straight ahead to the smaller room instead of turning right, to continue the level.
Oil Drop: It is hidden in the bushes directly in front of the starting point.
Bend Time Massacre: Instead of breaking the glass to start the challenge, go left around the room and down the two sets of stairs. In the little alcove to the right, there is a beam angling upwards. Walk up that beam and jump to the angled steel plates to your right. The doll is at the top.
Kill Chain: From the start, go down the stairs to your right. Turn right and go past the mine cart, and drop down onto the rocks to your left. Turn left and you will see a room. The doll is on the floor.
Bonfires: The doll is on a floating island above and to the left of where you start. In order to have enough time, collect the first 2 beams of light. From the second location, jump/Blink across the 2 rooftops toward the leaning tower. From the tower look left and you should see the island in midair. Double-jump/Blink over to it to find the doll on the ground under the tree.
Train Runner: Run through the level until you reach the area with a stone staircase leading to a closed off gate and a purple-lit room to your right. In the back/right of the room is a floating square object. The doll is sitting on the back side of it.
Kill Cascade: Follow the path through the level, through each of the colored columns of light, until right before the final one that would end the level. As you pass under the letters reading “DUNWALL”, look up and to your left. Blink up to the guardhouse here to find the doll inside.
The video below shows the locations of the 10 dolls in each of the challenges.