This mission is actually marked as a Stranger Mission once you complete The Joys of Civilization over on the east side of Saint Denis. This is considered a Honor mission and is required for two Trophies/Achievements while also being missable if you don’t undertake it during chapter 4.
Yet again, this is a mission in which you’ll be timed if you want the Gold Medal and considering it’s short and contains no shooting, you may wish to replay it when going for the Gold Medal so you can skip cutscenes to save yourself some time. Agree to donate to Brother Dorkins and you’ll discover some troubling news about the nearby shop.
Run over to this store nearby and ignore the store owner, instead heading to the bookshelf to the left of him and inspect it. You’ll discover some marks on the ground here so interact with the book on the bookshelf to open the door and head on downstairs. You’ll find the captives here, quickly cut them free and then dash back to Brother Dorkins as quickly as possible. You’ll have the opportunity to take payment or leave it for the poor, go ahead and leave it to gain a Honor boost and complete the mission.