The cops have spotted Ethan's car outside the apartments and are just waiting for him come out so they can nab him. As Madison, you'll show up and try to get Ethan away from the police. If you're arrested during this chapter, you'll see an optional chapter called Under Arrest, where you can escape and get back to going through trials. You can get arrested either in the apartment before you get outside, or anywhere out in the street or the subway station if you take too long.
Leave the apartments
Head over to the apartments and enter through the green door when you get off your bike. Inside you'll find Ethan and let him know the cops are out there. You'll need to find another way out, and your only options are the front door, the rear door and the boarded up window. Trying the front door just lets you peek out and see the police, and trying the back door gets you nothing but a couple rats scurrying around. If Ethan cut his finger off in the Lizard trial, you'll be on your own pulling down the boards. Once they're down, you'll need to slide the red box in the middle of the room over so you can reach the window.
At this point you only have a limited amount of time before they enter the building and arrest whoever is there, which ends up being just Ethan, as Madison will escape. Perform the instructions to get yourself and Ethan out the window and into the side alley. Unfortunately, the cop out in front of the building hears you and comes to investigate. If Ethan didn't cut off his finger, the cop will shoot him. Either way, he'll be leaning heavily on you, hampering your movements while you try to get away.
Lose the cops
First you'll need to cross the street and enter the subway. Traffic is at a standstill, so getting across just takes looking for the gaps between the cars. When you get across the street, head down the steps to the subway. You'll find yourself in a crowded terminal, and you'll have to push your way through the throngs to one of the open turnstiles on the other side. When you get there, perform the movement to slide your card through, after which you'll push your way down the escalator. Down at the bottom, you'll need to hop off the side of the platform down to the tracks and cross before the cops get to you. If you get through in time, you can get on a subway train on the other side and your pursuers will be cut off on the platform you left.