The camp for the thieving quest is a Desert quest and as such is in the Desert, its not the bandit camp near the pond. You probably get that quest 4 or 5 squares before you can do it. And that square actually doesn't show up on the map, when the quest is active and you are in The High Desert you will see an opening to the left, and that opening is not there when the quest (daily) is not active.
Many quests from now on you will know something about but not be able to act on for anywhere from a day to 3 or 4 weeks before you can actually do something about them.

Hey, Carlene - it's been a while since I played that quest, but if I remember it correctly, you just need to go up (North) 3 squares, and then one to the left (West) of the guy who gives you the quest, to get to the Bandit Camp and steal back the booze.