This is by no means a stupid question, since it simply is notcovered by the Civilopedia or the manual.
You need a military unit to pick it up (Worker/Settler/Explorer doesn't work). If that unit is active on the same tile as the Treasure (or Relic im Middle Ages, or the Princess in 'Capture the Flag' games), a new button shows up (next to the Fortify/Sentry etc buttons); is supposed to look like a grabbing hand, and if you move the cursor over it, it says "Seize Treasure/Relic/whatever".
Note every unit can carry only one of those. Armies can carry one total as well. That unit's name is now displayed in red when right-clicking on it. There is no way to 'drop' the relic, except disbanding or killing that unit. You have to bring that unit to either a VP location in 'Reverse Capture the Flag' scenarios (indicated by an Obelisk, in Middle Ages in Jerusalem), or in your capital in 'Capture theFlag'Scens like AoD. Then you score, and the unit is a regular unit again.
And, carried items don't count as additional units when bording a ship.
