In order to get out of the tunnel, you will need some keys and magnetic cards.
You can find them as follows:
Station door key: This is what you need to get out of the subway
Platform Gate Key: You need to find this to get onto the platform.
Card LVL1: Green card. This will allow you to enter the lab.
Card LVL2: Yellow card. How do you get in? Secret!
Card LVL3: Blue card. How do you get in? Secret!
Card LVL4: Red card. How do you get in? Secret!
Card LVL5: Black card. How do you get in? Secret!