1 - Look for the boys around the Bazaar / Look along King William IX Road.
Nerys at the Bazaar wants you to find her boys.
Go to Bazaar's outside area and talk to the boy that keeps telling you about his dog.
2 - Investigate the screams.
Go to the quest location marker. You'll hear someone scream. Follow the noise to the door and open it.
3 - Find Moe on the top floor / Kill the Infected.
Enter the building, kill the infected and climb up to the top floor. Swing straight ahead at the Monkey Bars to get there. Moe is inside a small room with a closed door.
Leave him there and go kill the marked Infected.
4 - Return to Moe / Return to the Bazaar and talk to Nerys.
After you've killed the marked infected, return to Moe, then to Nerys at the Bazaar.