Finding Freeze's Location
After the cutscene where Joker poisons Batman, the game expects you to follow the temperature tracker to locate the coldest point in Gotham, where Batman assumes Mr. Freeze is being held. Don't bother with that; just head on down to the Gotham City Police Department instead (the location is pointed out in the video). As you approach the building, you'll notice that there are three guards stationed next to one of the electric shutters you saw in the Steel Mill.
Batman's not powerful enough to take on three armed guards yet, but there's an easy way to get rid of them: swing up to the top of the building and take out the armed guard near some grates with a noisy Glide Kick. When you've taken him out, the three guards near the shutter will go investigate, and while they're distracted, slip in behind them and open the shutter. Slide underneath the gap, and approach the dead Penguin guard. Batman will grab the guard's encryption key and you'll need to decipher it just like last time. After that, Batman will automatically enter the GCPD building.
Gotham City Police Department
Guards are standing outside all the main-floor entrances, so zip up to the second floor with your Grapnel gun and run towards the vent. Open it and head inside. Keep running forward and head up to a gargoyle.
Detective Mode shows 5 armed guards, but you only need to take out four, as the fifth will automatically surrender. Unlike in the Steel Mill, once you take out a guard the Penguin will notify the rest of the guards that someone is missing, prompting them to investigate. You can use this to your advantage to break up the group, and you can even make them follow a specific path by systematically taking out certain guards. The method I used in this video is fast and reliable, but it's really up to you: as long as you can remain hidden, you should be fine.
Once four guards are down, the fifth will automatically surrender. Press Y/Triangle to interrogate him, then backtrack towards where you came in. Enter the first door on your left and you'll be locked in. After a small talk with Alfred, use the grates below you to reach the adjacent room and release the locks with your new Crypographic Sequencer upgrade. Once that's done, head outside and towards the Museum.