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At least you don't have to find your squad members' locations entirely alone. As Master Chief had Cortana as his companion, the Rookie has an AI to provide guidance, though in a subtler fashion. New Mombasa is governed by an artificial intelligence (inspiringly named the Superintendant, the class of AI which it is) which, though unable to communicate directly with you, will offer clues to objective locations by taking control of street level detour signs and the other such computer-controlled displays.
The other, arguably more useful, way to get a handle on your surroundings is through your ODST suit's VISR system. This not only enhances the light level, greatly improving your visibility given how dark it is at night in New Mombasa, but also outlines the immediate surroundings. Enemies are highlighted in red, friendly units in green.
A third outline, yellow, is reserved for a side quest. Dotted around New Mombasa are a series of audio logs. These let you in on the tale of one of the city's inhabitants, Sadie, whose father just so happened to have installed a subroutine called Vergil in New Mombasa's Superintendant, tasked with protecting his daughter and possibly explaining its willingness to help the Rookie. As well as fleshing out the story, finding all of these logs offers an interesting side benefit, the detail of which I won't spoil. Other games could learn from Bungie's example here (I'm looking at you Assassins Creed with your stupid, pointless flags).
Alas, as you might expect, your squad mates aren't waiting to welcome you back to the team with a hot cup of Joe. Instead you'll find some evidence of their presence, be it a helmet or a sniper rifle, but no clue as to where its one time owner is now. At least, you have to presume the Rookie has no clue but luckily you aren't so restricted. Investigating these artefacts will throw you back in time, to a daytime segment of the game which you'll play through in the armoured suit of one of the other members of the Rookie's squad.
It's these segments that really shine, largely because the characters played through are easier to identify with. Unlike the Rookie who remains nameless, faceless and voiceless throughout - the proverbial silent protagonist - his squad members have plenty of personality. Most notable are 'Buck,' 'Dutch,' and 'Mickey' or Nathan Fillion, Alan Baldwin and Alan Tudyk as Firefly fans might know them. The character Dare is apparently voiced by Tricia Helfer of Battlestar Galactica fame, but as only Andy likes that series (and I mean in the world, not just the office) it matters not (cue hate comments from BSG fans - ed).