Enjoy the cutscene. When you get up, exit the door and start to your right (away from the gate). Get around the corner to the right and climb up the rope. Now you only have one way to go so run for it. You will reach a ladder, so climb up and see someone get killed by a Ghoul. Jump across for the rope and jump again for safety. If you want to avoid a Ghoul attack, close the gate to your right quickly (by pulling the lever). Now you're safe for a while.
A soldier will come up and tell you to follow him, so get moving. He will lead you to the ballista, so walk over and activate it. Pick up the soldier's Short Sword before you do, though. You need to hit the Undead Cyclops three times to stun it, and the soldiers will finish it off. Great job, start moving downstairs and collecting all the stuff you find (including Daggers and a Bow).
When you exit the keep, start to your right and follow the streets to reach Menelag's gate in a matter of seconds. Talk to Leanna in front of the gate and follow her inside to conclude the chapter.
If you want to explore the streets, you will find plenty of food and potions along with three secret areas, one with a Combat Staff and one with a pair of Cutting Kriss.
- When you exit the keep, take a right turn and find a balcony with a glowing object ahead on your left. Jump up (use the nearby roof) for a Combat Staff and a Full Health Potion.
- Near the map exit (where Leanna is) you can find a ladder. Climb through a window to an attic for some potions. From here, you can exit from the windows on the opposite side and reach another balcony with an apple. This doesn't count as a secret area, though.
- On the upper floor of an unlocked house, turning a lamp on the wall will unlock a secret area with a pair of Cutting Kriss.