"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
Fearing that Julien du Casse has spotted and recognized him in the Jackdaw, Edward decides to kill the Templar.