Head over to the Butler, Olivier and talk with him to start this memory.
Take off down the street after the carriage. It will go through the first archway on the right about 30 meters away from the start point. Just before that archway, there is a Lift. Run over to that and use it to quickly reach the top of the building.
Head across the roof to the South. If you can, run for the slanted wooden ramp and use that for something of a speed boost. From there, just continue to the South. Head to the right and over to the East. keep on this rooftop a while. The carriage will turn to the South. Break from the rooftops when you see a plaza ahead of you. Use the ropes and trees to quickly get across the plaza. Follow the carriage down the street and over to the West. It will stop on this street, giving you a chance to catch up to it.