Go past the man with the clipboard and grab one of the vials of Shock Jockey on the ground here if you need to replenish some salts. Go through the open container on the left. Drop down the other side and approach the door in front. Interact with it for a short scene.
Now you will need to follow Elizabeth through the shipping yard. The path is linear and there is no real good loot or collectibles about for the time being, so there’s nothing to really do except follow. As you continue through, you will experience three tears that will block your path. After the third one, enter the building ahead.
Fort Franklin Pier
As you enter, you will see Elizabeth disappear through another tear. Behind a partition on the left hand side of the room is a pair of desks with one holding a Voxophone [1/1].
There is an RPG on the floor nearby if you want one. Now go and look behind the partition on the right hand side of the room for a door, head through here to exit the building to the next chapter.