1 Talk to Nick about Shaun's kidnapping
Talk to Nick in his office about Shaun's kidnapping. Provide him with all the information he needs.
2 Follow Nick out of his office
After you finish, Nick will suggest visiting Kellogg, a resident of Diamond City. Follow him to his place.
3 Break into Kellogg's home
Since Kellogg isn't around, you will have to break into his home. If you have a Master Level Locksmith perk, you can break inside yourself. Otherwise, go and get a key from the mayor's assistant.
4 If you're unable to break in, visit the mayor
Go to the mayor's office and talk to the assistant. To get the key you must persuade her and the mayor by talking to them. Optionally, bribe the assistant with 250 bottle caps.
5 Go back to Kellogg's home with the key
Enter the house with Nick using the key.
6 Enter the house with Nick using the key.
Search the house for clues together with Nick. The most important clues are the hidden switch beneath the desk, and a cigar.
7 Give the cigar to Dogmeat outside Kellogg's home
Let Dogmeat sniff the cigar to find Kellogg's scent. Follow Dogmeat. See also Fallout 4 - Reunions walkthrough for the next part of Fallout 4 walkthrough.