You will only receive this quest if there is no cattle farm in your settlement yet. Otherwise you will receive the "Cow Catcher" quest.
In order to have a great feast in honor of the Yule Festival, you'll need to build an animal farm.
Build Cattle Farm Building
Quest stages of Build Cattle Farm Building
1. Build Cattle farm
To build a cattle farm your settlement must be at least on level 3 and you need 800 Supplies, and 60 Raw Materials.
