Catch up with the Collector on a rooftop in Sakaar.
This task is very straightforward- find the four individuals pictured on the left of your screen. Little hunting is required, they'll all be marked on your map and compass as well.
Luckily they all agree to go back voluntarily, so no descent into outright kidnapping for our heroes. Find the wayward escapees in the Old West, Manhattan Noir, the Hydra Empire, and Man-Thing's Swamp.
Return to the Collector to see everyone reunited.
Speaking with him again ends the task, and unlocks him for purchase.