On this page of our game guide to Batman: Arkham Knight you can find a description which explains how to rescue Oracle from Scarecrow's hideout. So, you will have to explore and infiltrate the hideout of your enemy.
After you have experienced more visions, eliminate the enemies in this room and talk to Alfred. Head toward Scarecrow's hideout marked on the map, located in Chinatown. Once you get there, find a large hole in the roof, through which you can enter the hideout. Approach the large glass cell where Oracle is held captive and watch another cut-scene.