On this page of our game guide to Batman: Arkham Knight you will learn how to take Ivy to the GCPD lockup. This is a simple ride combined with a meeting with Commissioner Gordon.
Now you need to go to GCPD (Gotham City Police Department), but there should be no more obstacles on your way. When you reach the police station, locate the entrance to the parking lot and park the Batmobile near the cells. Leave the vehicle and talk to Gordon, who will tell you about the tasks that you can fulfill (you can select quests in a newly unlocked quest menu).
Note - The police station is a sort of a base. You can return here to activate new side quests and, to talk to friendly NPCs, interrogate villains and view your trophies.