This mission picks up right where the last one left off- amid the flaming wreckage of the golem you just scragged. There's a relatively high probabilty of a loot crate in the area, so a keep an eye for any nearby glowing boxes.
If you're having trouble locating them, hit the 'E' key to use your scanner. You'll also use your scanner to identify your next step- an elevator to the upper level.
Follow your markers through the fair, to an overlook of the city.
You'll get a navpoint for the Tranquility Temple. Run, jump, hop, skip, and climb your way there to activate the warp point.
Use the Tab key to return to the Ark- your hub, HQ, and home away from home.
You'll go through a series of introduction to the Ark's facilities, starting with the Armory. This is where you can equip some of the gadgets you've earned, and spend XP. You should also spend some time in the Agent Abilities screen, which gives a very clear breakdown of each each agent's strengths, flaws, and quirks; many of which aren't apparent from regular gameplay. This is a good screen to come back to later, when you're trying to get maximum squad synergy.
Next stop is the R&D lab. You have to craft the Gutterball Gun to advance, so go ahead and spend your precious resources, then follow your marker to meet with Persephone in her office.
She'll give you some plot seedlings, and an objective to deploy back into Seoul. Go to the Operations terminal in the middle of the main room to do so.
You can't do a whole lot of things here at the moment, but you can select the new mission Operation: Raging Arrow, and pursue it back to ground level.