Your missions with Manny and Elizabeta come to an end at this point. Drive the car containing the bodies to the marker. Drive carefully and pay the bridge toll to avoid a wanted level and this mission is a breeze. Get a wanted level and it becomes a real pain.
Head west towards into alleyway behind the houses south of the Steinway bar. There are six lanes parallel to each other on the map leading into the main north-south alleyway, the pidgeon is on the back fence near the middle lane.