In order to gain access to Cohen's room, you must leave him alive when you first meet him in Fort Frolic. Then when you enter Mercury Suites (in Olympus Heights), there will be a room with two Houdini Splicers dancing. That room is Cohen's room. If you kill the two Splicers and then Cohen will come down. Killing him will allow you to take a picture of his corpse (Irony) and give you access to the Power to the People machine in his room.