And they don't do a great job of showing you everything the cube does

In adventure mode talk to zultin kuile ghost in any town then go to act 3 Ruins of seshoron not spelled right but you can figure it out once you port there you are looking for a place called the elder santinctim and inside of that place is a square shaped room with the cube

In Diablo 2, they didn't say much about the horodric cube at first. We learned to use Wirts leg and town portal tomes to get to cow level, then upgrading gems to finally upgrading runes. Was hoping more info on this cube. I'm gonna play this till Anthem drops, so I'm not even sure I'll get that far to worry about it.