The Pimping game is similar to taxi missions, but you escort and protect your prostitutes. It can only be done in the cities, not in the countryside.
The vehicle you need is a
Broadway. When you are in the car, click the
to activate the mission. The car looks like this:
You can find them being driven by civilians anywhere in the game but more common in San Fierro, El Corona, Little Mexico, The Strip and Vinewood. It is common to find Varrios Los Aztecas (VLA) gang members driving them (identified by light blue headwear).
There is a unique coloured Broadway located in Idlewood, a couple of blocks from Grove Street. It is behind the car wash/gas station. Here is a map:
You are also given one after completing the Triad/Loco Mission, Jizzy.
To master the pimping game, you need to complete 10 levels.
A level requires you to collect the prostitute, take them to the client and then collect them. You have two prostitutes. After you drop one off to the client, you will be required to go and get the other one. It alternates in between whilst they are doing their business.
You are timed when dropping them off but when you collect them, you are not. You can use this time to repair your car at a Pay 'n' Spray if needed. When you have no time limit, be careful and take care of the car.
You may not get paid for some levels as the client refuses to pay. You need to kill the client. It is easy enough to run him over but be careful if he is fighting with the prostitute. I recommend getting out of your car and punching him. Once he is dead, you have 20 seconds to return to your car or the mission ends. Killing him still counts as completing a level but you don't get the money.
It is not very difficult and you have more than enough time to get there. Use your map to find a quick route if you are unfamiliar with the map.
Deranged Asylum has kindly sent me a video he created using my guide. Thanks, Deranged. He covers everything I have mentioned, so have a watch if you need further help or post in the comments.