On this page of our game guide to Batman: Arkham Knight we have prepared a description of meeting with Commissioner Gordon outside the GCPD lockup. You will have to destroy enemy tanks and avoid obstacles on your way to the meeting spot.
Listen to a conversation with Alfred and Gordon. Your next destination is GCPD. Use the Batmobile to get there. Be careful, because you will regularly encounter enemy tanks on your way. Theoretically, you can go past them, but it is a much better idea to destroy them (use 60mm cannon and Missile Barrage). After reaching your destination, go to the parking lot and meet with Gordon.