Note: I suggest you get a Spec-Ops weapon due to the silencers they have. This will allow you to take on many foes without alerting their buddies of your location.
Jordi really is a bit of a nutcase, in a fun way, but his warning is serious and you'll need to take care of it. There are multiple ways into the rail yard, each with their own advantages. The northeast dock is the quickest infiltration point, being just a swim or boat ride away, and offers a good position to begin a stealth attack.
Stealth Route - Lure them into the Open
If you enter from the northeast you can stealth kill the first guard rather easily when he patrols to the north, but as you make your way deeper into the area you may want to consider tossing a Lure into the open to gather some of the guards. If the enemy is drawn into the open, Jordi will snipe the enemy and allow you to advance without taking any violent action of your own. You can also distract enemies by hacking into their phones, which counts toward a distraction to trigger Jordi to fire. Unfortunately, both of these types of kills do not result in you gaining experience though, so if you can take an enemy on your own you should.
Aggressive Route - Let Jordi Loose
As soon as you engage in open combat Jordi will begin to take out targets on his own. This means that you really only need to take out a few with your own bullets, while luring the others into range of his fire. This will clear the area quickly, but does not net you that great of experience .
Passive Route - Deny Jordi
If you want to try and avoid killing any enemies, or simply want to deny Jordi the fun, take the southwest concrete alley steps to enter the rail yard. Make sure to mark all the enemies with the cameras and then unlock the gate and sneak inside carefully. This is difficult, but not impossible.
No matter your strategy, you will need to enter the door on the west side of the rail yard to continue the mission. After a bit of persuasion, and help from Jordi's bullet in the leg, you'll need to get out of the rail yard.
The way out of the rail yard is most difficult due to the helicopter illuminating the area, so if you have the Disable Helicopter ability this would be a great time to use it. If you don't, keep on the move as your make your way around the area and take shots at those you come across. It is possible to simply escape the area, so if you find yourself having difficulty you can always restart the checkpoint and head straight for an exit before you get surrounded.