After watching the animation, go ahead and along with your companion, open the large door. After that you'll find yourself on the abandoned marketplace.
Run forwards until you get to the door which can be open with three keys. You'll also encounter a new type of beast. This monster is very irritating because after few shoots it breaks into several different opponents: hands, legs and upper body. In order to kill it, you have to quickly get rid of all parts - otherwise they will combine together into one monster. Unfortunately even after you kill this enemy, it will be dead only for given amount of time. After that it will respawn and go after you again.
In order to the first key, head left. You'll find there shops full of useful items and the live door. To turn it off, use the lever behind the counter on the left. Pull it, go through the door and pick up the key.
Now head to the start place. Several meters in front of the green car you'll find an open shop (on the left). Go inside and then turn to the alley on the right. At the end you'll find the second key.
In order to get the third one, you have to climb up the nearby ladder.
Once you get to the rooftop, move to the edge over the street and throw Helena on the other side. Your companion will be able then to open the door visible at the bottom to the right.
Go there and move forwards until you reach another gate.
Break it down and then pick up the key hidden in the toilet.
Now you have to go back to the triple lock and unlock it.
Move forwards. You'll be suddenly attacked by another zombie. In order to avoid being killed, quickly rotate the analog and press RT, thus killing enemy.