The Gotham City Police Dept. is occupied by five enemies and I wouldn't recommend attacking them directly, as they're well armed and organized. As a result, you should start off by heading forward (to the east) #1. Stop when you see two guards blocking the morgue entrance in the distance. Don't move in too close, as you would be noticed by the one on the left - instead, look up and use the Grapnel Gun to grab the upper ledge #2.
After reaching the upper level, approach the vent grate #1 and pull it out by systematically pressing A. get into the shaft and go through it onto the balcony above the main room of the building #2.
I'd suggest using the Grapnel Gun to reach one of the vantage points #1 and afterwards observe how the enemies behave. Three of them are standing still and the other two are patrolling the room #2. In order to determine Mister Freeze's whereabouts, you will have to take care of all five of them, though this time it won't be as easy. Each time you neutralize an enemy, it will send out a signal informing the others. As a result, you have to quickly get away from the scene after eliminating each target, without being noticed. If however one of them sees you, use the Smoke Pellet and quickly find yourself a good hiding point.
You can eliminate the enemies in any way you desire, though the Inverted Takedown is by far by skill of choice. After reaching one of the vantage points you have to press the right trigger #1, wait for an enemy to appear below you and attack him by pressing Y #2. The advantage of this method is that you don't need to finish off the enemy, though you also have to quickly leave the vantage point to avoid getting noticed. You should be able to eliminate 2-3 enemies using this way, of course as long as you're patient enough.
You can also eliminate the enemies using the Explosive Gel, spraying it onto the destructible elements of walls and ceilings #1. Wait for one of the Thugs to approach it #2 and detonate the charge.
Other methods worth taking into consideration are hiding in the grates on the ground floor and attacking from above #1. In the latter case you however need to remember to finish off the dazed enemy #2 and quickly return onto the vantage points.
Your objective is eliminate four out of five guards, resulting in the fifth giving up #1. Start interrogating him (Y) #2 to learn that the Penguin is holding Freeze inside the Museum.