After going all the way back to Zeke's pad, you have to make a long run through a dark area to your objective manhole in the northwest section of the Warren. Travel up the east side of the canal and take to the rooftops as you enter the darkened area of the district. Go north around the west side of a large round tower and turn west toward your objective. When you reach a street too wide to get across, wait for the Dust Men to gather below you. Thunder Drop on them, then make a run for the manhole.
The transformer is right in front of you, just a few short glides away. Re-establish the circuit and learn the Megawatt Hammer Power. This is, basically, a guided rocket. Press 
while aiming to fire the Hammer.
To the substation[edit]
Immediately use two Hammers to take out the Dust Men in the tunnel ahead, recharge from the transformer, and continue on your way. There are four more Dust Men just beyond the tunnel exit. Use the Hammer on them, then recharge on the fuse box in the tunnel.
At the end of the next bridge, use Precision to take out the two shielded Dust Men far away on towers. Recharge from the fuse box to your left. Carefully jump your way across to the towers where you shot the shield mobs and take out the gunner away to your left (Hammer or Precision). As you jump closer to the next tunnel, another gunner must be dispatched.
Down the next tunnel, get a recharge and approach the exit carefully. There are two Dust Men behind chain link fences ahead. As you know, Cole cannot shoot through a chain link fence, but a Hammer blast hitting the fence will take out the Dust Man behind it. Jump around toward the next tunnel and take out two Dust Men inside. Jump to the tunnel and quickly take cover behind the sandbags at the far end.
There's an RPG behind a similar sandbag wall ahead of you. Take him out with Precision or bombard him with Hammers before he eats away your cover with his rockets. The Dust Men at the far end of that next tunnel are clever enough to dodge your Hammers, so hit them with a few grenades and finish them off with Bolts. You're now at the substation and can finish this mission.
You have your choice of three story missions now. You can do them in any order.