On this page of our guide to Batman: Arkham Knight you will find a description that explains how to save the missing police officer. It's the first task you have to complete after you start playing as Batman.
After you gain control over Batman, glide towards the roof where Gordon is. To reach it, you can try flying down and up and repeat. Also, use the hook.
Listen to a conversation with Oracle and head to Chinatown, where you are supposed to find the policeman. There are quite a lot of thugs there and it is good to attack them from the air. Use standard attacks, switch between targets and use counterattack when an enemy wants to hit you. After clearing the area, approach Kevern, who is wounded.