In Mission 3: House of Pleasure you will meet Slackjaw in the Distillery (there are thugs in front of the door). Talk to him and complete his objective to find his missing thug. He will then want you to go get the Art Dealer's combination. You must go to The Golden Cat (where the twins are you must eliminate). Inside an objective marker will show you the way. Torture the Art Dealer until he gives it to you. You also must make sure you have obtained the key to the Art Dealer's apartment. This key is on his assistant, who is in an alley being harassed. The apartment is located right next to the Distillery where Slackjaw resides. Go into the apartment and to the third floor. Use the combination and loot what you want. Go back to Slackjaw and turn in the combination.