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Annie was put on walk-in duty this week because she's new to the CIA. That meant she had to deal with somewhat insane people who thought there was major conspiracies at play.
But she soon came across a woman and her son, Walter, who seemed to have legit intel. The latter was a boy genius and he tapped into an apparent spy message over a special radio. Annie took this to Joan and research revealed that the message was likely centered around an IRA terrorist/spy named Cahill.
Annie was a MI6 agent were dispatched to see Walter and his mom and to get more tapes from Walter. But when they arrived at the apartment, they were ambushed by a man later identified as another IRA agent. The tapes were also gone, along with Walter and his mother.
Viewers were then treated to a cool scene where Annie and Auggie bonded over fighting. The latter showed the former how it's best done.
This is also a good time to mention that Jai Wilcox (Sendhil Ramamurthy) was assigned to the DPD. Joan wasn't happy to have him there, as his father was someone very important back in the day and Jay seems to have a cocky attitude. We later see that Arthur gave him the assignment, mostly to get close to Annie. He's intent on forcing Ben Mercer out of hiding.
Back to the case: Annie tracked Walter and his mom down at a cabin. She then realized a few facts about the MI6 agent she had worked with before. She flashed back to them, checked her phone and saw he had bugged it. He was the double agent! Fortunately, her training with Auggie paid off and she eventually subdued him. Turns out, Cahill was being set up all along and this was the bad guy.
The episode ended with Annie signing her sister's will and promising to look after the kids if anything happens to Danielle and her husband.