Go through the main hall of the precinct, heading towards a reception located to your right. There's a lockpick on one of the desks and a Vantage point #28 - Kinetoscope to the right.
Enter a large hall located on the other side of the door and immediately summon a shield by opening a tear found in this location. Quickly deal with nearby police officers, because a Mechanized Patriot will show up very soon. A corridor located to your right contains a Crank Gun and this weapon will be useful here.
Proceed to the first floor and search the office located directly in front of the entrance. There's a Voxophone #45 on a desk in one of the smaller rooms. You'll also find a decorated chest next to the desk and you can open it using the keys found in the previous chapter (in the cellar of the Graveyard Shift Bar). The chest contains Infusion #16. One last item you should look for is a lockpick and it can be found on the ground behind a small wall in the same room.
A locked armory is located to the left of the office area you've just visited and you must use 5 lockpicks in order to gain access to it. Doing this will allow you to collect Infusion #17 and Gear #21.
You may now proceed to a dressing room which can be found on the other side of the corridor on the same floor. Pick up a lockpick found under a shower and then explore the rest of the room.
Return to the ground floor and search the interrogation room located next to the stairs leading down (left side of the hall). There's a Voxophone #46 here and in the room with more lights you'll also find the locksmith's set.
Check the office to the right and you'll find an unlocked safe containing a lot of silver.
Once you've explored all the rooms use the stairs mentioned before to descend to the cellar where Chen Lin's tools are being stored. Ask Elizabeth to open a nearby door for you. Head down, but make sure to explore the middle floors along the way.
You'll find an opened cell on your way to your current destination. Examine the floor near a corpse to locate another lockpick.
When you're ready to move on with your mission open a tear near gunsmith's tools. Before you do that make sure that you've taken all the items from the police impound, because this is going to be a one-way trip.