I would love to steal the car but where the heck is it?!

In the SP mission "Steal The Car", the car, which is really a Russian UAZ jeep, is located in the north east of La Trinite, the town you start next to.

To infuriate you, the mission is designed so that the exact position of the UAZ can vary somewhat each time you play.

If you're playing in cadet mode and the yellow target reticule says you're zero meters away for it but you don't see it anywhere, that's because the target reticule is not meant to be 100% accurate. Look around and find that UAZ, soldier!