Unfortunately, The UFO Mission in Assassin's Creed 3 is extremely glitchy. After picking it up in the Frontier, you have to go to Boston to speak to someone in a tavern, but it simply won't trigger thanks to a glitch.
At this point, after 3 major patches, there is still no fix, so the best thing to do is go to the official Ubi forums and post there, to let them know it's affecting you. The more people who post, the sooner it will be fixed.
Here's what it should do. If it doesn't work like this, then visit
http://forums.ubi.com/forumdisplay.php/27-Assassin-s-Creed
At this point, after 3 major patches, there is still no fix, so the best thing to do is go to the official Ubi forums and post there, to let them know it's affecting you. The more people who post, the sooner it will be fixed.
Here's what it should do. If it doesn't work like this, then visit
http://forums.ubi.com/forumdisplay.php/27-Assassin-s-Creed