Co-op missions will not appear on your map until you have already done them once. To access them, go to "progress tracker" in the pause menu. These can also only be played in private (no public matchmaking) but can easily be complete by oneself if you have no co-op partner available.
The co-op mission, Last Rite, is a straightforward "protect these guys while killing these other guys" sort of mission. Very similar to the one in the main game where you protect Napoleon. You do not have to get all 3 rewards from the Co-op mission.
YouTuber Brian Beer God has a video here that shows you the location of the objective in the heist mission, Holy High Rollers. It can be difficult to find, especially if playing solo. The objective is NOT always in the same location. The location in this video is the easiest location it can be in. If it is not there, either exit the missions and restart it again until it is, or, given that this location is the farthest end of the building, run from this location through the hallway until you find the location of your objective.
Tips for Heist:
-Always be sure to stay within the yellow area on your map so you don't wander too far into an area where the objective won't be. The building is not entirely covered in yellow.
-Use Eagle Vision repeatedly although the orange objective marker should appear once you are in proximity, with or without Eagle Vision active.
-You must be anonymous/out of conflict in order to open chest. Be extremely cautious when making your escape.
-If you die, you will fail, and if you go out into the open area in the middle, you will die.
-The escapes are much easier from the top floor than the ground floor
-Do not worry about your bonus reward (unless you want to worry about your bonus reward) as it doesn't count towards completion percentage.