Jump to the Batmobile and drive to the Gotham City Police Department. Just as in case of previous visits to this location, you can use the underground parking lot. Once you reach the department, walk through the rooms until you reach the one pointed by the game. There you must talk to sergeant McAllister and listen to the recording left by commissioner Gordon.
After the conversation ends, remain in the department and go to the evidence room that can be found in the southeastern part of the location. Walk to the glass pointed by the game, break it and take a new gadget - the Remote Electrical Charge.