Follow the marker location to witness the Sergeant threatening a couple of survivors. When he lets them go, you need to find them by checking all the blue markers in the map. This will lead you to search a series of houses nearby. I found them at the very last house and the location seems randomly generated every playthrough, so make sure to check every nook and cranny of all the houses.
Once you've found them, simply lead them home safely by riding together in a nearby vehicle