Not done it myself but maybe this article can help you??
https://www.pcgamer.com/best-red-dead-rdr2-moonshine-shack-location/
It will appear on the map as a "yellow icon"
Hey all, i'm here again. No news....i can't begin the moonshiner role....
I tried to do it all from the beginning.
I opened the Cripp's letter, but when I go to the Emerald ranch the lady and Cripp are not there. The old saloon is empty. I don't have the map with the shacks. and no shack is shown on the general map. I'm stuck, I don't know how to proceed to start this career...