This will assist you with this quest. 
I think they want to complete the cap 60 - not the cap 55, which is the link that was attached to this. Access the quest called Whence Blows the Wind on FFXIclopedia and follow all the instructions. Make sure to NOT leave Jeuno until all the cut scene's are finished and all key items obtained.
Also, very helpful if you have a higher level player that has the crimson orb. If not, you will need to complete that quest in order to open the veil in Davoi. Follow the instructions EXACTLY - this is one of the more complicated cap quests. The level 65 cap quest will be a walk in the park compared to the final level 70 cap quest - your fight againt Maat (there is a reason why most level 75 players HATE that guy....unless you are a whm, then the cap 70 is just a matter of staying alive until he gives up XD