We have a massive post which shows you how to complete all the challenges in Tomb Raider.
These are: Egg Poacher, Illumination, Non-believer, Laid to Rest, Silencer, Firestarter, Red Cap Roundup, Mine Sweeper, Cairn Rider, previous inhabitants, Sun Killer, Ghost Hunter and Pyromaniac challenges.
Each of these challenges requires you to get or find between 4-10 collectibles. There are a total of 13 challenges in the game and we have all of them for you below.
You can complete all these challenges after beating the main story, so enjoy that first if you want and then tackle them.
Here are all the guides, courtesy of YouTube user PowerPyx.
Laid to Rest
Red Cap Roundup