You must play through the game normally, saving Penguin as your last boss fight. Then the final boss
will give you this mission. Rescue all 5 hostages, using the clues given and the ! on the map. Don't forget to grab the Bat Suit piece at the last box before you proceed, the last hostage will be sitting on it, or you'll have to play through again to grab it. However you proceed, I would at least try to find all the Blackest Night suit pieces on your first run, as that suit makes you impervious to damage and will not only speed up your next two runs, but is also the only suit you can get straightaway. It also has it's very own trophy attached to it.