Probably not in the cronological order, but you can read them when you collected all but the last in the basement. The last entry is behind a sealed vault door and can not be collected in the first chapter of the game, unless you already completed the game.

N°1: Outside the mansion behind a tower, east side



N°2: First floor, north west, in a small bedroom.



N°3: First floor, east side, in a library.



N°4: First floor, east side, storage room next to the kitchen.

N°5: Second floor, in a closet next to Tesla's bedroom.



N°6: Second floor, storage room next to Tesla's office (with the wall safe).



N°7: Second floor, in Tesla's office at the door to the storage room.



N°8: Second floor, on a table next to the stairs that lead you to the library (east side).

N°9: In the attic. You can also find the fox here, for another achievement. All you have to do is teleport to the location above the ladder at the end of the room and touch the fox figure.

N°10: Behind the vault door. This location can only be visited after Mr. Swan deactivated the power for the electro-magnetic lock on that door and Flora entered the secret lab. The diary is downstairs on the left side.

For the last piece of paper and the reporter achievement you have to visit three different chapters and the theater at the end of it. So lets get started. First you have to listen to the mystic radio thingy from Tesla. You will stumble over it at chapter three when you follow Miss Bernhardt, at 0630 something she, Mr Mundy and Ms White will meet in a little room and then try to call the ghosts via the Tesla-radio. At this time the power will be switched of by Mr Swan, all of them get spooked and leave the room. Except for you. Just stay there for a little longer and watch the radio for a minute. The indicator starts working and if you grab that thing and pull it towards you, you can hear a voice.
It says some thing like, "speak to me again when god strucks down a men". So...that god is obviously Zeus, because the only men killed by something else then other humans is Mr Mundy. He gets struck by lightning in chapter four some 5-7 minutes after 7pm. Go to that scene and when the lightning hits, press pause and look for the radio, it should be still in that room. Get close to it unpause and watch the indicator. You can use fast forward and rewind, but you have to listen to the message or the next event doesn't trigger.
Next message is, " listen to me again, when I die" something like this. That'll be Tesla himself, he dies in chapter 0. At this time the radio is still above the library on a table next to a diary. East side.
Same procedure, wait for the killer to murder his victim and press pause. Walk back to the radio, press play, maybe fast forward and watch the indicator. When it moves listen to the voice for the last hint. The last hint leads you back to the theater to a door that can now be opened.
This will grant you the "roomservice" achievement and when you grab the note from 2006 on the cupboard and already have all other notes, you'll get the "reporter" achievement. There might be some kind of bug, because the note gives you the steam achievement while the newspaper on the chair gives you the ingame only "news completition". I picked the newspaper up after I already got all achievements on steam.






I hope this will help you a bit with your search.
For all other achievements, just follow all characters and watch their scenes. All letters and news are highlighted, or at least white, or story related. The dogbowl is outside by the doghouse (east side).