After Jacob trusts you enough you can start doing delivery jobs for Jacob. To do so select Little Jacob in the phone book and choose the "Job" option.
There are 10 missions total, they all start from the Homebrew Cafe where you take Jacob at the end of the mission Concrete Jungle. From my experience the missions fall into 3 main types:
*Simple Deliveries
These are the most pleasant of the deliveries as they are just drop off the drugs to a buyer. Then you can walk away.
*Police Stings
Similar to the simple delivery you will drop of the drugs but then the police will show up. You have to lose your wanted level to complete the job. Most deals happen in alleyways, so look for the exit the police aren't covering make it to the road and jack a nearby car using the alleyways it can be possible to lose the police on foot.
*Rival Gang Busts
These are possible the most difficult variant, for this reason I always went into the delivery jobs with body armour and full health, For me these missions always seemed to be when it was drop the drugs in a stash for someone to collect later. When Jacob gives you the job he should describe it as such. When I saw it was this mission type I would get the shotgun out ready, as soon as the cutscene ends you will more than likely be attacked from both sides. Try and concentrate on one side first so that you can find some cover and clean up the rest of the gang.
Most (All?) of the different variations require you to drive in a time limit to the drop off point. This can actually be quite difficult to achieve as often the drop off point will be hard to reach "from the road".
One way to make the missions much simpler is to call Jacob for a job, then hail a taxi to take you to the delivery car, as soon as Niko gets out of the taxi hail it again. Jump into the car containing the drugs and immediately back out again. Now jump into the taxi you hailed previously and "skip" the journey to the destination, just complete the final stint of the delivery on foot.