While you're exploring the Arreat Gate you should travel north of the place where Sergeant Pale was standing and where the ballistae could be found. You may be able to locate an entrance to The Barracks Level 1. Explore the first level and locate a passageway leading to The Barracks Level 2.
Once you've reached the second level of the barracks you should almost immediately encounter a Stronghold Guardian and you must talk to him.
Find the missing Stronghold Guardian
The guardian will ask your for help in finding his friend and you should also notice that he's joined your team. Start exploring this level, encountering plenty of monsters along the way.
Talk to the rescued Stronghold Guardian
Once you've found the missing Stronghold Guardian you must talk to him to officially end this event.