Here your goal is to get into the train yard and hopefully get Chloe away from Lazarevic. The train yard is actually very close – just on the other side of the buildings you're at – but it takes a while to get there since you have no weapons and you'll need to go through a bunch of bad guys.
Clear the courtyard
As soon as you walk out of the apartment you were hiding in with Elena, you'll see a bunch of guards down in the center of the courtyard below you. Of course you're free to jump down and start melee fighting to acquire a weapon and engage in a gunfight, but all the bad guys in this area can also be taken out stealthily. You should at least take out the first two guards without being seen, just to make it easy on yourself. Start by taking cover behind the low wall at the edge of the patio and wait for the guards to get in position – especially the guard that climbs up to the roof across from you to your left. When you hear the commander ask the top lookout if he found anything and he responds in the negative, you're ready to move.
Jump to the right side of the billboard on your way to the guard, then traverse it to the left, flip to the other side and jump to the building. Pull yourself up onto the roof, then jump over to where the guard is and stealth attack him. His gun flies off the roof, but he may drop a grenade for you. Jump back over the way you came, and climb down the side of the building where the guards can't see you. When you reach the ground, don't try to use cover to get to the low wall at the edge of the courtyard, as there are milk crates in the way – just run over to it and take cover before he comes into view. Wait for one of the guards to walk by you, and stealth grab him as he does. Now you should have a weapon and maybe even another grenade. If you fell down when trying to jump to the billboard or you are in a rush to start shooting people, you'll want to take this guard out first and then either climb up the side of the building to get the guy up top, or just start firing.
If you're still stealthing, go to the red wall of the next broken down building. When you see the guard in the next room has his back to you, jump in, get cover behind the stove he's sitting on, and take him out. The last two guards are rovers, and at one point in their routes they each stop to tie their boot laces. Their patrols are asynchronous, so if you wait long enough you can get a more advantageous time (when one of them has their back to you just as the other bends to tie his shoe). It doesn't matter which order you go in, just be sure to do the take down and get back behind cover or take out the other one before he stands up. When they're all down you can get out of there. Since you don't have guns at the start of the chapter, Elena won't be backing you up, so if you do start shooting, just realize that you'll be on your own. Before you leave, go down the dark alley opposite of the ladder the lookout guard went up, and retrieve the 038Nepali Bronze Lion treasure.
Fight your way out
Go up the ladder the guard used in the beginning of the chapter, and boost Elena up when you're below the fire escape ladder. Instead of immediately following Elena over to the ledge, go up to the top of the stairs and pick up the 039Yuan Dyanasty Lotus Jar. When you have it, go back down and jump over after her. Go around the corner and find that your path is barred by a locked door. If you look at it with , you'll note that it's just blocked with wooden boards like ones you shot out in earlier chapters. Go back around the corner and look out into the courtyard. You want to jump to the green sign to the left, then shimmy over to the lamp pole and swing jump to the larger orange billboard. From there you'll be able to shoot out the boards on the other side of the door. After that you get attacked and you'll need to take out the entire opposing force while hanging from the billboard.
The first wave comes from the ledge across from Elena, and two of them will jump over to a nearby building closer to you on your right. Take them out, then support Elena against the other two across from her. After that, jump over to the other side of the billboard as more guys come from the other side. The guy with the laser scope is your main priority. For the next wave, drop down to a lower sign and shimmy around so you're facing the oncoming attackers in the new direction. After those last three guys, Elena will lower a bridge for you, and you can jump to it from the closest side of the orange billboard. When you get over to the ledge Elena is on, jump back to the door she came from and look for 040Cham Lion Mask next to it. When you've acquired it, follow Elena up the wooden ladder to the roof with the water tower on it where you'll spot Chloe and form a plan to rescue her.
Get to the train
Head to the opposite side of the water tower from where Elena went, and slide down the zip line you find there. When you get down to the train yard, go down toward the corner between the rail car on your left and the building on your right. You should see a treasure glow down there and you can pick up the 041Jeweled Statue Crown. After that, head back over to the cart with the bags on it and push it away from in front of the door. Head inside and jump up onto the flat car on your right, then follow it down to the other end of the room, jumping on the crates as you do so. At the end of the rail car, take a left and jump from the crates there over to another rail car. At the opposite end of this one, there's some red ductwork you can take to the left along the wall. Jump up to the red bars at the end of it and climb left, finally swing jumping to the air conditioning unit at the end to pick up the 042Three-Stone Coral Ring. Head back the way you came, unless you want to drop down and go all the way around again. When you get back to the top of the rail car, jump over the low railing to the next area.
At the end of the room is a wooden ramp you can take up to a train, and you can get inside at the back of it. Move up to the front of the train when you're inside, and pull the lever to crash out of the building. The train tips over and you'll see a bunch of weaponry appear in there. The train with Chloe will take off, but just stay inside where you're safe from snipers and take out as many bad guys as you can until Elena shows up in a jeep. When the train finally leaves and a truck shows up with a couple chain gunners, Elena will come driving up shortly afterward to take you after the locomotive. You'll jump over to it and can continue on trying to rescue Chloe.