Assuming you are coming from LGA, the shuttles for most of the car rental companies (including Hertz) depart from Terminal A. Usually you have to take a (free) bus from another terminal to get there (usually purple or red route if I recall correctly).
You catch the FREE Purple Route bus from ANY term in LGA, which takes you to an intermediate stop at the old ROUND PanAm Airline terminal on LGA Grounds. Then you switch to get on the appropriate rental car bus - whatever company per your reservation - from there to travel to the various rental car lots that are located in multiple spots near/around LaGuardia.
Ben Hew has it right.
Need to catch free bus
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