After the dialogue with Mercury finishes, jump off the starting roof. Jump and roll to the next roof to land safely, then use the panels to get over the fence. Aiming for the pipes can be tricky. Try to move into position while on the roof, and not move the control stick while in the air.
Remember to turn and look around while hanging.
Like other objects, specific doors will turn red from Runner's Vision. Hold R2 (PS3) to break through the door.
Jump to the roof up ahead, then to the left. Here, a Blue will be standing in the way. Slide kick him or simply run by, then Vault over the pipes a little to the left.
Climb over the duct to avoid the second Blue, then use the red plank to jump to the blue catwalk. It may be hard to land on top of the catwalk. If you miss, cling to the rail and pull yourself up.
Move up the stairs and ladder to run into Celeste again. After a short scene, a large numbers of Blues will appear to the right; ignore them and continue forward over the fence. A helicopter will appear in front; wait until it steadies and its skids turn red, then jump and grab on to them. After a short scene, the Prologue will be completed.