Mission 1: Bureau Under Attack
You'll find Rhona in souther Havana. After talking to her, defend her from the attackers. Take out the first wave then place some gunpowder kegs in the indicated spots as traps. When enemies get near, shoot the kegs to take them out instantly. You can also place some kegs in the middle. Take out all the enemy waves to complete the mission.
Mission 2: A Thief in the Market
Talk to Rhona again to start this mission. Head to the marked location and locate a pickpocket. Use your eagle vision to do this. The pickpocket will run so catch up with him and tackle/kill him. Loot the letter from his body to complete the mission.
Mission 3: Arms Race
Head back to Rhona and talk to her to start the next mission. You have to head to the marked locations in the map and destroy the gunpowder reserves. You don't need to be discreet; so just find the gunpowder kegs and shoot them. Destroy all three to complete the mission.
Mission 4: Flint's End
Follow Rhona to Flint's location and chase after him. He shouldn't be that hard to kill, especially when there's a lot of gunpowder kegs scattered about. After the cutscene, escape the area and become anonymous to complete the mission.