This mission begins with Dave, a FIB agent, which is marked on your map with the "B". He needs you to see if a man named Ferdinand is really dead, but the coroner's office is locked down tight by the Agency, so he knocks you out to get you inside. You'll wake up with two coroners checking you out, so spook them a little bit by pressing the designated button to wake up.
Check out the other bodies to find the dead man's tag on some black lady, which you will call Davey to tell him. When an agent comes to investigate, sneak up behind him and press the punch button to knock him out. You'll now have to escape the building, while fighting your way through agents, who should be equipped with pistols and even SMGs. Remember to use cover often and only peek out whenever you need to shoot.
Once you get to the end of the hallway, you'll have to use the stairs to get to the upper levels. You should also get a text from Davey saying that your weapons will be in a black bag on the top floor. As you're going up the stairs, use the camera to look ahead to get the jump on any enemies.
On the top floor, there will be a few more enemies, including two more after the fact coming from downstairs. Once the coast is clear, grab your weapons (the green marker), then escape the building via the window. When you land and gain control again, you'll have a 3-star wanted level, so you're going to need to lose the cops. Remember to find an alley or somewhere to hide whenever you get to the point where the stars are flashing.
You'll call up Franklin once you lose the cops and tell him to meet you somewhere. The mission will end once you meet up with Franklin and talk about everything that's been going on.