Walkthrough: Wait for the main character to use the ladder and move closer to a large gate found in front of you #1. Listen to a short conversation and then approach a valve found to your right #2. Start off by pressing the action key (E by default) once, however you'll soon have to hold it for a few seconds to raise the gate.
Press and hold the crouch key (CTRL by default) to get to the other side by crawling under the gate. You should find yourself standing in a long corridor #1 and I would recommend that you take your time to inspect objects found to the left. One of the crates contains a new gun #2 (press and hold the action key to make the swap - it's not mandatory) and the lockers contain gas mask filters, medkits and a lot of ammunition.
You may proceed forward. It shouldn't take long until you reach a small hole #1. Run forward and press the SPACE key to jump over to the other side safely. Thankfully even if you fail you won't die and you'll be allowed to use a ladder to retry. Proceed towards a narrow passageway #2 and use the stairs to get to an upper floor. Wait for your colleague here to open a new door.
Follow the instructions by pressing the G key to put on a gas mask #1. Notice that you can press and hold the T key to find out how much time you've got left before the mask become useless, however it won't be a problem in this introductionary mission. Head up the stairs until you get to a brighter area #2. Wait here for the monsters to show up.
Start attacking the mutants showing up in the vicinity #1 #2. Thankfully you won't have to worry about losing your life here, because the monsters will be more interested in attacking your colleague. Fire longer bursts, because you won't have to conserve ammunition here and don't forget to stay on the move instead of staying in one spot.
Explore the area a little after the battle. A filter and some ammunition can be found next to one of the bodies #1. Approach your partner when you're ready, target the grating and press the action key #2. Keep pressing the action key repeatedly so that you can unlock the passageway leading to the next area. Leave the building.
You won't have to explore this area, because you wouldn't find anything interesting. Instead keep following your colleague #1 and it shouldn't take long until you meet up with more allied units #2. Approach them to initiate a cut-scene.
Wait until you've regained control over the main character. Ignore the monsters for a few seconds and wait for one of the creatures to stop near your position #1. Once your team has been attacked start firing at the beasts. You'll have to get rid of several monsters #2, however you should be fine as long as you remain close to your allies. This mission will end with a cut-scene.