This objective appears after interrogating the informant. There are three sentries in the area. It’s better to work your way through the locked door in the northern corner of the warehouse since there’s a weapon locker there with a Tac-Vest.
Make your way to the upper level first and take out the sentry and the other guards there. Getting rid of the upper level guards will make it easier for you to clear the lower floor since there'll be lookouts from above. Inside the main office, there’s a Vargas painting and some loads of cash.
Next, move on to take out the sentry roving in the upper level. There's also a dead end path that has two guns, one of them is a powerful sniper rifle and some cash. The place is a good sniping nest as well if you decide to go loud instead.
If you want to continue whittling the enemy numbers with stealth kills and once you’ve cleared the upper level, go back down and take out the nearby guards. The two sentries are near one another but you can circle around the rooms in the ground floor to get to them without difficulty. Once done, kill the remaining guards then you can destroy or steal the truck.
To destroy the truck, you have to shoot the gas tank on its side. Otherwise, you can just drive it to Father James’ place in the French Ward. (You have to select his place from the map if you have already damaged the racket low enough that the game instructs you to talk to Connie) The warehouse main rollup gates are closed so you have to bust through the side gate instead to get the truck out of the warehouse.