On this page of our guide to Life is Strange True Colors we've listed all of the side missions available in Episode 3.
Student's Lost Song
Episode 3 starts with a visit to the bar. You're already a full-time employee. Alex not only does her job but also talks to her friends and comforts others. You'll find a student by one of the tables, who can't recall the title of a song that's on her mind.
First approach Jed and ask him about the song. He'll claim all of the songs from the jukebox should work.
The next step is seeing Steph and Ryan. Alex will hum the music the student's thinking of, and your friends will immediately give you the correct title - Think of the Children "Allabaster Daydreams".
Now go to the jukebox. It turns out it unfortunately doesn't have this song, so you won't be able to play it.
Talk to Jed again and ask him about a CD. He'll tell you it's right next to the monitor, on the bar counter. Take the CD and go to the jukebox once again.
After you play the song, the student will turn happy and the quest will end.