This is one of the repeatable Railroad quests that is only available after completing The Nuclear Option. Speak to Doctor Carrington to initiate this quest. He'll ask you to rescue a lost Synth from a randomly designated location.
One such locale could be Fallon's Department Store. This multilevel shop has its share of Super Mutants, so be ready for some action.
Locate the Synth using the waypoint indicator and speak to him. Exit the area and report back to Doctor Carrington at Railroad HQ to complete the quest.