Before you can approach the next objective you will have to return to the surface, which means having to backtrack through numerous previously visited locations. You have to leave Wonder City and reach the subway terminal. Head south and find the sewers entrance #1. Go through the sewers and afterwards the Wonder Avenue #2.
Eventually you should reach the door leading to the Wonder Tower Foundation #1. Head south here as well and afterwards use the Grapnel Gun to get nearby the southern door #2, leading to the Collapsed Street.
You should now be in the place where you've fought some enemies before. Choose the Line Launcher and aim at the wall in front of you #1. Slow down (left trigger) right after shooting the line, turn the camera left and aim at the eastern wall #2.
Now you can head south, eventually reaching the door connecting this location with the subway terminal #1. Here you will have to use the Line Launcher as well #2. After reaching the ledge visible in the distance, head to the main room of the terminal.
Right after reaching the subway terminal, get ready for dealing with some enemies equipped with firearms. Traditionally with such sequences, you can act in a couple different ways. If you want to stay on the higher level, make use of the vantage points #1 and lead out aerial attacks #2.
If, on the other hand, you want to use the lower level of the terminal, the best solution would be using the grates #1. Of course remember to quickly get away from the area of each successful attack, as the other thugs will be informed that someone got taken out. After you're done with them, head to the western exit from the subway terminal main room #2.
After a few meters you will come across a locked door #1 In order to get further, you will have to use the Electrical Charge. Go to the subway tunnels and you will be forced to fight inmates equipped with big shields for the first time #2.
The main difficulty is of course the fact that they will be able to block your standard attacks and as a result you will have to eliminate them in a different way. Each time begin with pressing B to stun the enemy with your cape #1. Afterwards quickly press A twice, making Batman jump onto the enemy and crush him down #2. Eliminate all the enemies, including those without shields.
Afterwards use the Grapnel Gun to get onto the subway car's roof #1 and head west. On your way you will have to crouch and jump between cars a few times, but you shouldn't have problems with it. Eventually you will reach a place from which you will be able to jump down to the very bottom #2.
Examine the southern wall of the tunnel, thanks to which you will find a ventilation shaft entrance #1. Get inside and cross it to the other side, ending up above a group of inmates #2.
It would be good to begin the fight with a surprise attack (Y) on the armoured enemy #1. Only afterwards should you move to attacking the other enemies #2. I'd suggest taking care of the weaker thugs first, though you'll have to look out for any objects thrown at you, dodging them at the right moment.
Leave the shielded enemies for the end #1, as considering their slow movement they will be easy to dodge during the fight. You have to use the previously described tactic here, stunning and afterwards jumping onto them #2.
After the fight examine the northern part of this room. Prepare the Cryptographic Sequencer and use it on the control panel #1 to break the password and hack into the system #2.
Use the newly unlocked stairs #1 to reach the upper level of the subway terminal. Nearby the surface exit #2 you should hear a radio transmission lead by Hugo Strange, from which you will learn that the madman has arrested mayor Quincy Sharp. Interrogating him before he lands in prison will become your primary objective for now, so you will have to leave visiting the GCPD building for later.