"A Single Madman" is the last memory (mission) in Sequence 3 in Assassin's Creed IV Black Flag
Sail to Great Inagua to start this mission. There should be a waypoint there. When you get close to the waypoint, it will say "start mission"
Description[edit]
Fearing that Julien du Casse has spotted and recognized him in the Jackdaw, Edward decides to kill the Templar.