Before you can head out to find Joker and the stolen cure, you will have to leave the Gotham City Police Dept. Unfortunately you can't use the main entrance, as it's covered by a wall of ice now. In result, choose the south-east exit from the main room #1, thanks to which you will reach the previously ignored corridor leading to the (Morgue) #2.
Equip the newly-gained Freeze Blast and aim (left trigger) at one of the pipes from which steam is coming out #1. Fire a projectiles (right trigger) and note that it has sealed the pipe. Do the same with the second pipe #2.
Now you can crouch and pass below the gate. Use the stairs and soon you should reach an alternative exit from the building #1. In a few moments a local TV helicopter with Vicki Vale on board will appear. It will be eventually shot down by Joker's men #2, forcing you to once again put aside your main objective and instead focusing on saving the famous reporter.