Third stage of the second fortress. In any Mega Man game that has two fortreses, this is where you'll fight the Robot Masters again. Mega Man 5 is no exception. Just go in and beat them all the way you did before. One curiosity, is that rather than teleporting you to generic fortress rooms where you'll fight them, these ones actually transport you back to the area in the level where you fought them. Not very important, but just thought I'd mention it.
Once they're all dead, go through the ninth hatch that appears to fight Dr. Wily's first form. He's in a saucer and will try to smash you. Dodge the smash attacks, and when he lands following an unsuccessful smash attempt, hit the cockpit with a fully-charged Mega Buster shot. Repeat until he goes down.