The Nuka-World Transit Center is now your destination. You can find this location on your world map on the Western edge. It is to the West of the Federal Ration Stockpile, Southwest from the Sunshine Tidings Co-op
From whatever location, travel to the West and eventually you will reach the Nuka-World Transit Center. There you will find a group of Gunners standing about it. They are lead by Commander Kaylor. Fight your way through to the West. There are a surprising number of Gunners trying to hold this area.
Once you get through the enemies, be sure to loot the body of Commander Kaylor. They will have Kaylor's Orders. Reading these will tell you more about what the Gunners were doing at this location. With that done, head to the brightly-lit transit center entrance you can see in the Southern part of this area. Head on down the stairs and go on through.