The Hound Pits Pub
After disembarking and the story sequence, follow the objective marker to talk to Pendleton. Following on from a quick pow-wow, you'll need to head back to the pub to speak with the rest of the Loyalists. Note that if you finished the previous mission without killing the Pendletons, you'll receive a note from Lord Pendleton next to Corvo's bed with some ingots worth a couple of hundred gold.
Return outside and see Piero if you want to upgrade or buy ammo and then head down to the dock and speak to Samuel to continue the mission.