There should be tombstones somewhere on the lot when you have the Ancient Burial Ground challenge. If there aren't, then it sounds as if something has gone wrong.
The challenge isn't one that can be beaten as such; you either accept the Ghostbusters help, and he takes the ghosts & tombstones away, or you refuse and the ghosts / gravestones stay on your lot and you have a haunted house.
I find those ghosts can be a little bit buggy. Normally on my lots, when this happens, the ghosts stay out all day and all night long for the first two or so days, then they disappear off the lot, and sometimes I never see them again.