Head to the Imperial camp and get your orders from Rikke who wants you to find an Imperial Courier. Head to the Nightgate Inn and into the tavern. Bribe the bar keep to find out the location of the courier. You may kill the courier or try and steal the documents (difficult). Once you have them, head back to Rikke who will send you to the commander at Dawnstar. After you deliver the note to the Commander, return to Rikke to finish the quest.