Unfortunately, you're not going to find much of interest within the walls of the Crimson Caravan's protected compound. Once within the compound (which you should be able to enter at will), you'll be able to explore freely. Or, you could simply stumble upon the Crimson Caravan's compound, which is located right in the New Vegas mix, northeast of Camp McCarran.
In that side quest, you'll meet a young alcoholic named Cass at the NCR's Mojave Outpost, who will alert you that the Crimson Caravan, a well-organized company that shuttles goods (primarily water) across the Wasteland, is looking for workers. The first is directly related with another side quest, one called Heartache by the Number. There are one of two practical ways you could possibly contract this side quest.
