Once you land in Hell and finally gain control, go and steal a car as your first action. When you have a vehicle, go to your map and place a waypoint on the Ultor HQ building, which has its own icon. From there, simply drive there and go inside to initiate a group of cutscenes.
When all is said and done, you’ll be taught on how to handle your newly acquired halo. Collect the clusters on the platform and then go into the menu, purchasing Super Spring and the Flight upgraded. Following that will be a tutorial of sorts on those powers, where you learn how to fly, then the mission will end.