Immediately after leaving the workshop you're going to have to deal with a new group of policemen guarding the access to Shantytown.
Once you've won the battle enter a tunnel and pull a lever, gaining access to a bridge.
Fight your way through the bridge, eliminating new police officers. Enter a station located on the other side. A new lockpick is hidden between two desks in the ticket office. You'll also notice a new vigor behind the bars, however you won't be able to get to it in this chapter. Once you're ready to proceed to the next location (and chapter) enter an elevator located opposite the ticket office and press a button.