This is part of the story and therefore unmissable. The steps for this part of the story are:
You will be at the harbor after the "One Step Closer" trophy. You will have a QTE cutscene and then be told where warehouse no 8 is (1)
. Follow the path to get there, but you can't go in. Around the back of the warehouse is a box you can push towards a stack of tall boxes. Be careful not to be seen by the security guard that patrols around the building. You can use this to climb up and go in a window. Follow the walkway round to hear a conversation and discover you want the old district warehouse no 8.
Head back the way you came into the harbor and follow the other path (straight from where the bus stop entrance is). Follow it round to the left and you should pass Tom the hot dog vendor and at the furthest point you will find a gate (2)
with a guard (if before 7PM). He won't let you in. You have to come back after 7PM, and then sneak in. Be sure to save before trying, I believe if you fail, you will lose the chance for that day (I got it first try so unconfirmed).
As you sneak in, you will bump your head and knock a torch down. Press Right to catch it in a QTE. Now sneak around to the right, then at the end go left and number 8 (3)
should be in front of you. Hide behind corners whilst waiting for a gap. You can walk in the door. If you get spotted then they will chase you. You can't leave the area, so don't bother running back to the start, better to run to warehouse 8 and hope to get in. If you get caught, your game will advance 1 day, and start at night so you can try again.
Once in the warehouse, examine the shelves in front of you on the lower floor and when you pick up a plate, a cutscene will begin and shortly into it, the trophy will unlock.