After the cutscene, jump into catwoman's boots. Be careful because you'll be given control right in the middle of a fight. This is a pretty simple fight though as long as you aim towards your enemies and hit the strike button (X or  depending on console). Watch for enemies attacking denoted by little lightning bolts surrounding their heads. Whenever that appears, hit the counter button (Y or triangle) to block and counter attack. Just hammer through these guys.
Once done, walk over to the safe at the top of the stairs and open it.