All of these could be useful to a historian who is trying to reconstruct the Civil War, assuming that the modern map is relevant to the subject. However, if only one of them can be called an artifact, it should be the unexploded shell.
Technically speaking, an artifact is a physical object. Therefore, we would not typically say that the song or the eyewitness account are artifacts. The unexploded shell would be an artifact because it is a physical object that is (I am assuming) from the Civil War. Perhaps it was found at an old battlefield. This shell could tell the historian something about the kinds of weapons being used.
Therefore, while all of these could be useful to the historian, only the shell is an actual artifact.