On this page of our game guide to Batman: Arkham Knight you can find a description which explains how to escape Penguin's ambush. Batman has to use his batmobile to get out of dangerous situation.
Start from using the ladder. After activating the detective mode, you will notice that Penguin's people prepared an ambush. Don't try to get close to them. Instead, use the grapnel to move closer to the ceiling. Activate Batmobile Remote Control and locate a multistory car park (you can see it in the picture above). Drive the Batmobile to the top level of the car park and you will get directly behind the thugs. Ambush them and destroy the turrets also. Now you can switch to the hero and leave the building. Talk to Alfred about Stagg airships.