“Explore the SIVA development facility.”
“Find the Laboratory” is an objective in the mission Download Complete in Destiny: Rise of Iron
Walkthrough[edit]
Head out of the room with the server and go forward toward the far door across from where you just were. You have Legionaries, Psion, Phalanx and more waiting around the door. Use the doors for cover to start laying into the Cabal on the other side of it. Be careful because in the back of the room, before the hallway, you will have to deal with a Colossus. Try to snipe him from a distance or at mid-range from the back of the area or any of the walkways on the sides.
You have a few more Psions. Go on forward and over to the left. Go through the doorway in the back and start down the stairs.
Follow the stairs down to the Dust Palace. You have more Psions and Phalanx waiting ahead of you.
Head into the balcony room. You have plenty more cabal scattered throughout the room. You need to head to the lowest portion of the room to find the access point you are looking for. Clear them out and then go to the left-hand wall.
Go up the door there and interact with it.