This interlude will occur directly after finishing Sequence 03.
Looks like Abstergo is performing a server sweep and it’s not something you want to be around for. As the Assassin’s mention, you need to find the portal and exit the server before Abstergo catches up with you.
While it may appear you have all the time in the world you may notice a section of the world has red bars streaking from the sky to the ground, this indicates the sweep and if you are caught in it you will desync from the game.
Make your way to the portal, either view the ground or the rooftops, and hop on in to teleport to 1898.
After the shift, enter the main road and head toward the Cafe Terminus and turn left to enter the metro under Paris. Take the stairs down and when you reach the station cross the tracks toward the light and climb the ladder on the other side.
The path is pretty linear through this bit, so keep going through the tunnels until you reach the tracks where the train passes and then turn right and cross to the opposite side. Use the pile of wood to your left to grab the pipes and make your way up the side of the area to reach the level above. Turn right and follow the right to a wooden ladder laid down and jump to the pole to the ropes and walk left to a new tunnel.
The tunnel is linear and leads to a scene in which Arno falls through a grate and onto the tracks with an oncoming train. Sprint away from the train, hold O / B to slip under and over the obstacles, and soon you will get another scene. You can now leave the tunnels by using the lift to reveal the location of the exit.
The path to the exit is fairly straight forward, but your path is hampered by the flying debris thrown around by the unstable vortex. Jump down and take cover behind the provided objects to avoid the debris and then make your way forward, continuing to drop when the debris comes flying. At the end of the path you’ll need to climb the crane to reach the Statue of Liberty and then make your way around it and up to the exit.