It simply says "go to Haakron system". Can't find it once I'm there
"Go to the Haakona system, in the Psi Velorum sector block, and use a shuttle to sneak into the abandoned Romulan station known as the Vault."
Both NPCs you talk to at Starbase 39 mention it, too.
Once you're in Psi Velorum, it's around the top-middle of the sector block. The third tab of the map window in sector space has a list of all the systems in your current sector block, too - you can always pick one from the list and use autopilot to get there if you can't find it on the map.