You get this quest from Mike in the Lifeguard station. Its one of the quests you need to complete to advance the main story, mainly the "To Kill Time" mainquest from Sinamoi.
Mike wants you to bring fuel from the gas station to burn the bodies.
Before doing this quest, make sure you have completed the Lazarus Riding sidequest and have access to at truck.
Get into the truck, and follow the minimap to drive to the gas station.
Once there, talk to Sathiss who will open the door for you. Then talk to Don Mark inside. He will tell you the pumps are not working, and that the generator is inside the warehouse but the door is blocked. He will explain how you can get to the generator to turn on the power so that you can pump some gas.
Head out the back door, climb the ladder and go on the roof, then jump down from the ceiling and into the warehouse. Find the power unit, switch it on, the life the barricades and open the door.
Once you've done this, get a fuel canister and fill it up at the pumps. Some Zombies will attack you while you are doing this.
Once you've filled up the gas canister, put it in the back of your truck and drive back to the lifeguard tower. Place the canister in front of Mike and speak to him to complete the quest.