This guide shows you how to get the 3 gemas.
How to get all the gems
The ruby is in the Champiñones forest near Espíritu del Bosque. You must meet the 7 nooks and crannies of the area and then speak to the Spirit to open a new path. Talk to the hongo river at the end of the trail to start a fight. The hook gives you the ruby at the end.
Aquamarine is also found in the Champiñones forest. Go to the first area and go to the left side. There is a door that can be opened with the golden key that the brown magician has been given. Follow the path to the other side of the door and interact with the jumper rope to start another fight. After the fight is over, a new path opens with another door at the end that requires the stolen arm to be opened. The aguamarina will be in the middle of the next room.
The emerald is found in the suitcase of the Midnight Town store. As long as the door is closed, you can open the locker with the golden key. Opening the box starts a match with Ser de Luz. You must kill Ser de Luz before ending the fight, if you do not kill it, go back to load your guard to return to try it. When you mate, you will be able to pick up the emerald.
The statue is in the Cosmic Hub, I have no idea what it will look like, but it looks random. Leaving the hub and returning to it repeatedly should work. Interacting with him will allow you to insert each ring into him and start one more fight.