Now you have to return to the Museum, which means having to leave the subway station. Choose the same route and don't forget about having to use the Electrical Charge beside one of the gates #1. Soon you should reach stairs leading to the surface #2.
Head towards the museum and note that the entrance area is guarded by a new group of enemies #1. Attack them from above and look out for the ones equipped with knives #2, dodging their attacks using the tactic described above. After the fight enter the museum to reach the Trophy Room.
Jump through the right window again. Choose the Cryptographic Sequencer and interact with the control panel #1. This time you will be able to approach the mini-game. Use both analog sticks to create the password #2.
Return to the main corridor and head west. Stop after reaching the proper area of the room and note the enemies below, holding a hostage #1. Before trying to attack them I'd suggest using the Grapnel Gun to reach one of the upper ledges #2.
If you have chosen to get onto the upper ledge, you will now be able to attack the enemies by surprise #1. Look out as they will be using knives, so you will have to dodge their attacks. The thug wearing the red robe will be by far the most difficult one to defeat, as he will be blocking your attacks and you will have to stun him with your cloak #2. You can perform it by pressing B.
After stunning an enemy with a knife, start pressing X to hit him with a combo attack #1. One such actions should be enough to finish him off. After you're done, approach officer Elvis Jones and talk with him #2. He will tell you that all members of his squad have been captured. Rescuing them will become your main objective. A list of the officer with their whereabouts will appear in the map window.