On page 9 of the rulebook, under "Rewards and Penalties", it says:
For each of these icons, a monster appears
(see "Monsters" on page 16).
And on page 16 it says:
When a game effect states that "a monster appears," the player
randomly draws one monster marker from the monster cup and
places the marker on a monster task.
So as Stephan said, it is placed on an adventure as normal (possibly even the new one you draw to replace the one you completed). You don't fight it immediately.