This is going to be a very simple task. Your only objective here will be to reach a large colosseum area. It's located in the northern section of the map. You shouldn't encounter any enemy units along the way, so you don't have to spend too much time getting there.
Reaching your target:
Like I've already said, you shouldn't encounter any unexpected obstacles along the way. If you've followed my previous instructions, you will have to start near a destroyed ammo cache. This means you'll be heading north-west. There are many different passageways here. You're free too choose one of them. Once you're at the colosseum, head on to the ground level. Follow the arrow which is located on your compass. You will have to wait for the game to display a new cut-scene.