Not all Discovery Sketches in the game can be received for free.
The thing is that you may receive only basic Discovery Sketches for entering the game every day. Once you discover all the basic Discoveries, you will start receiving 7% bonus to your Gold and Lumber production rates.
You may check whether you are already receiving that bonus on the right side of the Discoveries window.
Once the bonus unlocks, it will mean that you have only special Discoveries left to dicover. These Discoveries unlock special Steam units. Sketches for such Discoveries can be purchased for Idols, at the Smuggler's Den, or through the Discoveries window itself.
The Idols are jewels of extreme rarity and value, so the only way to earn them is to compete in Tournaments.