After the introduction cutscene ends, keep heading onwards while successively opening the gates on your way.
That way you will reach a room where Desmond will use the first power source and he will be moved to the Animus.
The training course will require you to follow the green points showing you the way. You need to run towards them while holding down the free run button. That way Desmond will automatically pass all obstacles on his way.
Climb the ledges onto the upper level of the complex.
Optional objective: Perform an air assassination.
Head onwards all the time until you receive a task of killing an enemy from above. It's an optional objective, completing which isn't crucial for completing the whole mission, though by performing all of them you will earn a full synchronization.
To perform an air assassination, head to the end of the end of the beam hanging above the enemy and press the attack button. Desmond will then jump down onto the enemy, taking care of him immediately. Kill the second soldier in the same fashion as well.
Head onwards and you will reach two narrow beams. You will need to jump down form one of them. During free run, Desmond will always hesitate to perform any jumps which can be dangerous for him, though you can force him by pressing the jump button.
Below, turn left and keep heading onwards. If the road ends, jump to the other side.
That way you will reach a spot where Desmond will step into the shoes of a new character. Head to the end of the path and open the door with the interaction button to begin another mission.