You should now see two waypoints on your screen in the form of exclamation marks that have little scrolls next to them. Interact with the marker to complete the objective. This objective is only a few feet away, just back out of the room and down the stairs you used to reach your current location. Climb in that window, then take some stairs up to a room that has the note sitting on a table. You'll find that this takes you northeast of where you were speaking to Leon, and when you arrive you'll see an open window part way up and on the front of the building. Your first objective is to travel to a marker on your screen.