Head to the West through the Archway in front of you. Turn to the right and follow the passage to the left as it twists and turns to the left and right. You need to make your way to a specific building in the in the Northwestern corner of the area. You will hear one of the Beggars who couldn't pay his tribute getting in trouble. Arno Dorian is introduced to Marquis de Sade. He will tell him to wait and then follow the people.