After talking to Charles, you'll have to go to Lexington to find the mystery woman. Grab a horse and start riding out into the frontier. When you arrive in Lexington, you'll find Charles waiting for you already. Talk to him and he'll begin to lead you further into the wilds.
You'll come to a fire that's been snuffed out but it's only recently been put out. Nearby, you'll find a trail left in the snow by her. Follow the trail through the green area marked on your map. You'll find her a little ways to the north setting up a snare.
Charles will make a poor choice and the woman will take off through the trees. You'll have to try to catch up with her by running through the snow. Unfortunately, you aren't capable of running in the trees like she is so it will be pretty slow going. Be careful as she leads you through the wilderness and into a camp. When you get to the camp, you'll be attacked by a pack of wolves.
You can move forward and attack the wolves as you would any other enemy but if they attack you, you will need to counter their attack. Buttons will appear on screen and you will have to hit them as they appear. If you act too slowly, the wolf (or any other predator) will latch onto you and you will have to rapidly tap a button to dislodge it. If you are successful in your first attempt, you will usually kill the creature in a single blow.
Continue after her until you finally catch up. After a short talk, you will head into a nearby town and into a tavern. Inside the tavern, you will have to engage in some minor eavesdropping. Just remember to get inside the ring and then find some other people to blend in with. Investigate the two by the bar first, then the men over by the door.
When you've listened to both, make your way to the front door to leave. As you attempt to leave, you'll be confronted and get into a fist fight in the tavern. The fight will be no different than any other fight. There is a constraint that requires you to break some furniture in the tavern. Just set yourself up in a line with one of the tables or chairs and an enemy. During combat, you will more than likely throw the enemy into the furniture anyway. If you are having trouble, try to put the enemy between you and the furniture and be pushing towards the enemy when you defeat him.