I got the message to meet an assasin in the archives of the merchants guild. However, I go there and there is nobody there waiting for me?

Yarun (southwestern room). After you've talked to Sir Dante and learned that Yarun is the contact for the Assassin's Guild, you can ask him about the duke's murder. Yarun will flee the room through the nearby cupboard, and he'll call some assassins to attack you. The cupboard leads to the Assassin's Guild.
**Spoilers**
See # 27

Thanks, the problem is that Yarun is not there! Sir Dante said I should meet him in the archive section of the merchants guild, but the room is empty.

I don't have a save with Yarun shown in the room but . . .
You may need to do a grid search of the room with your mouse pointer. He is one of the few characters whose clothing colors and placement can make him very hard to see. When your pointer is over Yarun, his name and info will appear above him. Left click to initiate the conversation dialog. Once he moves from his original position he can be easily detected.
Seems I remember one other game character that is difficult to see as well but most are easy to find if you have initiated the quests.

I recently played through this part of the quest. Yarun is in the south west (lower left) room. He does not actually meet you in the Archive of the Merchants Guild.