Wait until you've arrived at the station and go to the ticket hall where you'll encounter two Vox. Deal with them and enter the office to locate a safe in the first room (it requires 3 lockpicks). Open the safe to gain access to several hundred silver eagles.
Continue exploring the office, finding a lockpick and some salt on a desk under a large clock. A small storage area at the back of the office holds a Volley Gun with plenty of ammo.
Go to the corridor located opposite the ticket office and proceed to the next hall. Make sure to examine all the luggage you come across, because doing this will allow you to earn a lot of money. There's a crate with a dead body at the end of the corridor. Make a stop here to collect Voxophone #53 and a lockpick (it's next to the body).
Enter the second ticket office to find another safe. Opening this safe is only possible if you have 3 lockpicks and its contents are very similiar to the previous safe. Search the rest of the office, along with the storage area at the back.
Proceed towards The Salty Oyster bar. Opening the door to the bar requires three lockpicks.
Defeat the policemen guarding the bar and find a blue chest located close to the tables reserved for guests. There's a lockpick in one of the corners of the chest.
Take some to examine the bar's tables. There's Gear #26 located under one of the tables opposite the chest. Once you've explored the bar area proceed to the toilets.
Locate a Vantage point #32 - Kinetoscope between the two toilets. Once you've unlocked this vantage point explore the washrooms to find a Grenade Launcher and a lot of silver.
Use the stairs found opposite the restaurant to reach the upper floor. Be careful, because when you'll get closer to an angel statue you're going to be attacked by a Fireman and a policeman. Consider summoning a turret (staircase) to score an easier win.
Use the stairs again to reach the next floor and you'll soon arrive in the main hall of Port Prosperity. Expect to be attacked by a very large group of Vox near Comstock's statue and aside from them you'll also have to deal with a Mechanized Patriot and several Firemen. You can find shelter to the left and to the right by going to the ticket offices and you can also hide behind the stairs. A good way to preserve ammunition, time and health during this battle is to summon a tesla coil thanks to one of the tears and to lure enemies to move closer to the coil.
There's a safe in the office to the left of the statue. Opening it requires using 3 lockpicks and it contains several hundred silver eagles.
You'll also find a storage area with stacks of newspapers opposite the safe and there's a Voxophone #54 among the papers. Make sure to check a darker corner of this room and you'll also locate a new Grenade Launcher.
You may now go to the office located to the right of the stairs. Open all interactive containers and then go to the storage area at the back in order to collect silver and a lockpick.
Once you've fully explored the main hall use the stairs to get to the next floor and eventually you'll find a locked gate leading to the exit. Wait for Elizabeth to open the gate and then summon a shield located in the center of the corridor. Get ready to face two snipers occupying a platform in front of you.
Get rid of the snipers and then approach an entrance to the room located on the left side of the corridor. This is a books store and opening the door leading to it requires only one lockpick.
Check the counter found in the middle of the library to find Gear #27 and some cash in the register.
There's a stuffed bear near the exit and you'll find Voxophone #55 in front of it. Take the collectible and go to the reading room located on the store's lower floor.
As soon as you've used the stairs leading to the reading room you're going to be attacked by several Vox. Eliminate them and once it's safe find Voxophone #56 on a small table. Picking up this item will trigger a new optional mission - Investigate the Bar (it's described at the end of this chapter).
Once you've explored the surrounding area return to the rotary doors located at the end of the corridor and get to the other side. The doors will close behind you, so make sure that there's nothing more to do at the station. You'll end up in a corridor and there's an elevator at the end of it. A button used to call the elevator requires inputting a proper code, however it can easily be found on a nearby stack of newspapers.
Pick up the books that cover the code (they can be found on the first stand opposite the rotary doors). Watch a cut-scene and once it's over return to the elevator to travel to the Downtown Emporia.