Did you click on the matress and pull the letter out from underneath it? Then you have to click on the letter again to get it in closeup so that you can read it. If you've done both of those things, the Shelter should be on your map.
Give me a minute and I'll pull up my game and see where on the map the Shelter is located.
Edit: Okay, the Shelter is in the bottom left-hand corner of the map...