This is the first of three story missions that serve as a gameplay tutorial. After you press 
and the city goes to hell, follow the prompts to look up at the chopper and then left to the parking garage. As soon as you have control of Cole, head down the path straight in front of you.
Keep advancing, going up a ramp and jumping across to a bus. After the bus, go through the arch into the parking garage where you get a short cutscene. Go around to your left and watch out for exploding cars. They can't actually hurt you, but they will throw you back. A ramp leads off to your right, but blows up as you approach. Look left and find a fallen yellow-and-red-striped column to cross the gap.
After you have crossed the column, look for a sparking blue wire to your right. As you approach, a short cutscene sets up a ramp to take you down to street level. At ground level, head right toward the road and the emergency vehicles. Run past the police and watch the cutscene. When told to run for the bridge, run along the bronze-colored path across the bridge.