The easiest way to obtain the set is to use the 'Find Item' cheatmenu cheat, or follow the instructions below. Hidden in the bushes and along the wall is the chest holding your new helm and great sword.
When you get the corner of the house make another right. Go up and open it for the short sword and armor.
Keep going until you can see a pile of hay on your right. When you get there, take the first left and go past the armorer.