Upon completion of Detective Case Files: The Disappearing Act, you'll have the option to start this next case. Look at the file and play the holotape in the detective agency office to begin this quest.
Your first stop is in Faneuil Hall in Boston's financial district. Make your way up and around the Hall's interior until you find the ladder leading up to the roof. Once on the roof, look for a grasshopper sitting on a pole. It's hard to miss. Once you grab the grasshopper, read the note inside.
The details of the note will lead you to Shem Drowne's grave. As indicated by the quest marker, it's in a small cemetery between Cabot House and Pickman Galley in the North End district of Greater Boston. Expect a ton of Ghouls to swarm you before you have a chance to dig the grave. When you do manage to exhume the remains, the quest will conclude. You don't have to report to Ellie at the detective agency.