It's going to be much easier when we have the context
Until then, I'll give it a guess. Since they are FBI agents they may be tracking or following a suspect. "I'll take the first leg" could mean the speaker is taking autonomous action. Meanwhile, his fellow agent and the person coming to join him are to take a parallel route to the subject being followed.
However, context is definitely needed to see the whole scenario. Guesswork, though sometimes fun and intriguing isn't going to give any answers. Looking forward to the context with bated breath
