The overall idea is very similar to the one used while looking for Joker's hideout. A Climate Analyzer will appear on-screen, informing you of the temperature of the environment #1. As you have probably guessed, you need to find the coldest place in the city. If you don't want to spend time on searching on your own, you can head to the GCPD building located in the eastern part of Arkham City #2.
If you want, you can talk with the Political Prisoner standing on the roof of one of the buildings west of the station #1, though it's optional. The next step is figuring out a way of getting inside the police station. It's guarded by five armed enemies who you will probably have to take out one after another. Start off by taking care of the enemy patrolling the upper balcony #2. Wait for him to move towards the opposite direction, jump onto the balcony and take him down quietly (Y).
The second guard is also patrolling the upper balconies, though he's stationed a bit further #1. Make sure no one sees you as you're sneaking onto him. Afterwards take a look at the square in front of the building. you should note one patrolling thug and two others standing still #2. You should take care of the first one now.
Attack the enemy when he's as far from his two other buddies as possible, landing beside his back and taking him down quietly #1. Afterwards move in onto the last group. It would be good to approach the enemies from behind and eliminate them at the same time #2.
Stay beside the gate beside which the Thugs you eliminated a moment ago were standing and equip the Remote Electric Charge. Send out a charge (RB) towards the industrial engine #1. The gate has moved up only a bit #2, so you have to quickly run towards it and slide underneath (right trigger).
After reaching the new location, hear out Batman's thought regarding listening in on Penguin's communications. Approach one of the bodies and #1 take out the Encryption Key from the radio. You will have to solve an already well-known mini-game. Aim at the orange area in the lower left corner #2 and afterwards hold down A until you decode the transmission. Afterwards Batman will automatically enter the Gotham City Police Dept.