On this page of the game guide to Borderlands 2 you will find a detailed description of the side mission titled No Vacancy. You can start this quest during your first visit to the Three Horns Valley.
Three Horns Valley
1) Bounty board
2) Steam pump
3) Central steam pump
4) southern steam pump
5) Frozen pump
Approach the Bounty Board  and take the ECHO Recorder shown above to begin this mission. Now head to the vale by the pump  and use it. You will have to collect spare parts in order to repair the pump.
Start off by heading to the pump in the middle part of the map  and shoot the ladder shown in the screenshot to lower it. Climb to the very top and take the Steam valve.
Now drive to the southern pump . Once you reach it, it will turn out that the Capacitor has been taken by Skags. Keep killing them until one of them drops the part you're looking for.
Head to the eastern pump  and kill the Bullymong who's holding the Gearbox. Having collected all the parts, return to the pump by the Bounty Board .
Place the parts in the marked spots. In order to reach the upper level, use the ladder shown in the screenshot. After you install the last part, turn the valve to start the pump and finish the mission. From now on you will be able to use Fast Travel in this area.