If you need story ideas, here's a simplified formula you can use:
The characters need to find the Artifact. It can just be something of value they've been sent (in one way or another) to retrieve, supernatural association isn't necessary. In fact, I recommend you use supernatural artifacts somewhat sparingly, so they still seem impressive to your characters.
Part 1: the characters first first hear of the object, and they learn that someone else is interested in the Object. They also get a clue to go to (place/city/country) to learn more about the Artifact.
In Part 2, they can either learn about the object, usually just enough of its history to make them more curious than they already are. From here you can either send them to a variety of other locations where they either try to track down the object, or they are seeking a map/key/object they need to get to the Artifact. At the end of this part, the villains should either have the artifact or have what they need to get the Artifact and be well on their way to getting it.
Part 3: The showdown. Potentially the shortest of the three parts, as this is where the characters have their final confrontation with the villains regarding the Artifact.
Good luck!
PS The WEG Indy RPG is a lot of fun, although I've found it works smoother if you use the Star Wars D6 rules.