Now that you've dealt with the pearl scavenger Alec and his crew (or not,) head over to the Drawbridge Way and take it to the Midrow Substation. There will be a few guardsmen on the way, but you can easily avoid them by watching their patterns or using Blink. As you first enter Midrow Substation, look to the desk right in front of you to find a Rune.

The Midrow Substation area has City Watchmen patrolling everywhere around the Wall of Light and the generator ahead. You can use Possession's Level 2 perk to possess a guard and walk through the Wall of Light with no trouble at all. Othersie, you'll have to disable the Wall of Light by stopping the spinning generator wheel and Blinking over the wheel to pull out the power cell. Get back to the road and run back through where the Wall of Light was. There's also a side route near the water, but it's inhabited by River Krusts. If you can take them out, you'll get nice pearls, but if you mess up you'll find yourself dead in an instant. Those River Krusts can be dangerous.

At the Midrow Substation, before you head out for Sokolov's house, go into the warehouse's basement to find a Bone Charm. There are swarms of rats on the floor here, making it dangerous and near impossible to head down without doing a little trickery first. Toss one of the dead bodies onto the ground to attract the rats, and then sprint over following the Heart to nab the Bone Charm. Now leave via the North End, which will lead you towards Sokolov's mansion. Blink up to the rooftops when you are ready to approach. Also, be sure to search the building on the left for a Bone Charm on the second story. Go in through the window and use the balconies and outcroppings to get up to the third floor, where you will find the charm.

There is also a stash of loot on the ground floor of this apartment, but it might seem at first as if you can't get down there. You'll need a secret door to get in there. Find the faucet in the small room filled with two corpses. Take out a grenade. Use the faucet three times to open up the door, which will unleash a vicious swarm of rats. Chuck your grenade at them immediately, and then head down to find the treasure. There's a safe behind the painting here. Use the combination 294 to open the safe.

Now you're ready to head in to Sokolov's mansion and kidnap him.