This quest is given to you by Vex. The HEIST job is similar to a Burglary, but you're going to be doing it in a SHOP. Also, you're going to often be robbing a STRONGBOX, which means you'll be facing BETTER locks (like EXPERT locks). Vex will tell you to steal from a RANDOM shop at a RANDOM location.
Once you have the job, head off and find the shop. Being a shop, you can freely scout out the place and find the strongbox. In fact, if the shop owner isn't shadowing you, you can steal from it right then and there (just be sure you are hidden). Otherwise, just break into the place at night and do it.
With the store robbed and the owner scared, return to Vex for your cut (400 Gold) and the job will be complete.