It takes a while to be able to do it, as you need to go through the quest lines of a few of the other named characters first, namely Fawn, Linlin, Sammy, and Arlene. Once you've got them, this is what you gotta do:
-Sneak or fight your way past the toll guy
-Sleep
-Return to the slums, you'll know you got it right if the toll guy laughs and says he warned you
-When you enter the slums you'll be taken to the don who will demand his money back
-Refuse to pay him repeatedly until you get the option to work it off
-Choose grunt work, and he'll show you a picture of his 'pet/slave' that he wants you to find, and you recognize her as Cassie
-Go back to the abandoned town and talk to Cassie
-Sleep
-Return to the Don, she'll be there having been captured
-Speak to Fawn about the Don, and she'll give you some ideas. You can speak to her a second time on a later day to ask about the Don's men's schedules
-Speak to LinLin in the massage parlor, there's a couple things she offers to do but I asked her to steal a key
-Sammy in the bathhouse can tell you about guard schedules as well
-Talk to Arlene at the police station says she can't help because the Don is keeping the slums clean but she's pissed about it
-Go to the slums and pay some of the homeless down there to raise a fuss. (note: the first guy you talk to asks for 1200 credits, but he takes it and runs off to the strip club, so you have to find him and then talk to the folks in the slums again)
-Sleep
-Talk to Arlene and set up a meeting between her and Fawn
-Head back to the Don's place, and there will be a quest marker to rescue Cassie. There's a number of skill challenges, most of my skills were at 12 when I did this as the challenges are kinda hard