Start off by following Haytham do Church's warehouses.
Optional objective: Do not get detected while stealing the mercenary outfit.
As you reach the destination point, you will have to obtain an outfit of one of the guards in order to get inside.
For that, head to the marked spot and climb onto the roof on the building. A British soldier will be waiting there.
Kill him silently and afterwards attack the guard walking below from above.
Hold down the interaction button to take off his outfit and therefore end the memory.