Ignore the Penguin for now and find the container that you can climb onto #1. In accordance with the instruction, you can perform such action by holding down A. after climbing onto it, use the ladder #2 to reach the upper balcony.
Face the ledge visible in the distance #1. Hold down A and lean the analog stick towards it and Bruce should automatically jump onto it. Ignore Penguin's yells and continue climbing #2, making use of a second ladder on your way. After getting to the top, head onto the roof on the left and listen to a short conversation with Alfred. It turn out that Batman's equipment has been dropped onto the roof of the nearby Ace Chemicals building.