Help a Brother Out is one of the side quests available in Red Dead Redemption 2. Arthur must help Brother Dorkins to solve the problem of human trafficking.
The quest marker for this mission should appear in Saint Denis sometime after starting the fourth chapter. Meet Brother Dorkins near the marketplace. You can give him a bit of money and promise that you will help a few kidnapped people.
Go to the marketplace and then head to the building owned by the local fencer. Check the small side room presented in the picture. Examine the bookshelf. Notice the marks on the ground - they imply that the bookshelf has been moved.
Approach the fencer and interrogate him (you can do that without bloodshed). You learn that one of the books is a switch. Open the passage to the basement and go to the prisoners. Approach every person and press the displayed button to set them free.
Lead the prisoners out of the building - no one will stop you. Meet with Brother Dorkins - you can accept the money or refuse to take it.