It is a piece of cake to complete the next objective, because the boat is moored in the docks [South Quarter / Riverside - Docks], i.e. in the location that you walk into right after leaving. The Siren's Rest tavern. Approach the boat and interact with it, you will end this chapter of the campaign mode.
Note- I recommend that, before you go to the asylum, you purchase some supplies (also additional gadgets if you do not have them yet) from the merchant. Also, completing some side missions from Basso and Vittori, which become available after you completed the fourth chapter, is worth considering.