The first stage of NEST (third and last level in Resident Evil 2) starts at the exit of the cab car. Go to the reception desk, where you will find the game's save point and storage box. If you're playing Claire, you'll have to find a bed for Sherry beforehand - you'll find it behind the door in front of the reception desk.
Now go through the door next to the reception and go to the side room. Use the ladder to get to the room behind the wall and walk to the end of the corridor.
There, from the hand of a dead man take the wristband module (Electronic Chip) that gives you the second level of authorization. You have to combine this module with the wristband in your inventory. Now you can pass through the door marked in blue.