As one of the Radiant Quests, this mission is triggered at a random settlement. One of the distressed Settlers will be give you the low down of a kidnapped member of the settlement. You can either offer to pay the ransom or rescue the kidnapped settler.
Obviously, the journey to the location of the kidnappers and killing the kidnappers themselves yields more experience than paying the ransom. Our first kidnapping mission took us to Monsignor Plaza in Cambridge and we were helping the Settlers at Greentop Nursery, located in the north central zone of The Commonwealth.
If you're already familiar with the types of hostilities in the area of the kidnappers, plan for a similar degree of hostility during your respective Kidnapping mission. Once you rescue the Settler, return to the settlement. The great news is that you don't need to return on foot; fast travelling is just fine.