You will come across your very first Holoduke in the level
"The Duke Burger: Part 3". Near the end of the level, after a great portion of being mini-duke. You will climb up a ladder and come out on the roof of the building.
When you're on said roof, there will be a building/structure just beside you. Go inside of here and walk to the wall with a hole in it and look to your right, there'll be a small white box. Melee this to uncover a holoduke. Now use it to pop your trophy/assist you in the upcoming firefight.
(Use the Holoduke with your 
button)