How do you get Kanai's Cube?

Just teleport to the new zone, Sescheron Ruins (act III, Top Right corner of map) and explore. I found it in the Elder Sanctum map area.

Along with Kanai's Cube, patch 2.3 also added the dungeon "Ruins of Sescheron". This dungeon appears around the Arreat Crater, in Act 3. You must be playing Adventure Mode.

If you clear the dungeon, you will gain access to the Tomb of King Kanai, where you will find Kanai's Cube.