This is a Gravina Crime Family mission.
"You tracked down Pepe Gambino. Pepe is a two-bit waste of skin who gets off on beating hookers, but he hangs around Sal Gravina like a bad smell. Maybe he can lead you closer to his boss. Follow him around, maybe Pepe has a use after all..."
From the start, hop in your car and drive a couple blocks to where Pepe is parked; he will pull out and drive off as you get near. This is a follow mission, so keep your distance as he makes his way to his destination. He obeys all traffic laws so remember to stay back when he stops at intersections.
Continue tailing him and he'll eventually park in Uptown and get out. Follow him on foot until he meets up with another gangster next to a building. Take cover, draw your weapon, and take the two out. Once they're dead feel free to take his car, as it's a Lassiter Series 69, which is rare in this DLC and only available in this mission. Wrap everything up by going to the nearby safe zone and ending the mission.