Assuming you interacted with the dog in Jamar's house earlier in the game
go to where the dog was and enter the wall there for a secret room.
interact with the mini-pillar at the bottom of the room
an arrow appears, pointing to where you need to go.
enter there and you are in an underground dungeon.
Explore for items and to release Genevieve and the other women.
If you didn't interact with the dog, then I don't know what happens. Maybe, though, you can't get this quest in that case.