Every map in skirmish or multi-player mode has Gollum cloaked on it. After finding Gollum, kill him and you will get the ring. Take it back to your fortress and have the troop that is carrying the ring enter the fortress in order to recruit a Ring Hero for 9,000 resources. Your Ring Hero uses no command points. Men, Elves, and Dwarves can recruit Galadriel. Mordor, Isengard, and Goblins can recruit Sauron. The easiest way to get the ring is to let an enemy find Gollum then kill them after they acquire the ring. The only way to stop them before they reach their base is to chase them down with a mounted unit, have a created hero teleport into their path, or to summon allies into their path using a power.