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This is an incredibly short chapter and it should have really just been a part of Point Insertion in the story line. Valve considers it a separate chapter though, so I will too. Just follow the directions. I'll give out bits about the story as you go along. It's just an interactive cutscene for most of the level, so sit back and enjoy.
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Get Your HEV Suit
Just grab the HEV suit when Barney opens the container.
Charge Your HEV Suit
Go up to the charger on the wall and hold "E" until you're charged.
Work the teleporter
Follow the instructions to send Alyx through and step inside when it's your turn.
This takes a little work, but just keep running through the train yards. I have directions at the end.
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Alyx - You'll get a little more backstory on this lovely lady in the chapter before you send her out to Black Mesa East.
Dr. Kleiner - The good doctor is heading up the teleporter research in City 17. He's your average absent-minded professor and another survivor of Black Mesa.
Barney - You'll see him again before you set off on your own and he'll at least give you a weapon.
Lamarr - Kleiner's pet headcrab - Little bugger.
Eli Vance - The leader of the resistance and the head scientist at Black Mesa East. He's meant to be the African American scientist who told you to head to the surface in the first game.
Dr. Breen - The current leader of the world and the one who organized the surrender to the Combine. He's responsible for the Big Brother feel of the world.
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Civil Protection - Once again, they just take a few potshots at you. You'll start really fighting them in the next chapter.
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Time in the Lab
This is an incredibly short chapter and it really doesn't warrant it's own section. Just follow Alyx through another secret passage into Dr. Kleiner's lab. Just wait around for a few minutes and listen to Alyx and Kleiner talk. Barney should arrive soon and join the conversation.
You're basically free to just look around the lab and listen until they are done. You can play with the mini-teleporter on the table and send the cactus back and forth if you're bored. Barney will open the metal door by the entrance at some point and release your HEV suit (You'll also get to meet Lamaar). Get into the suit and get your first shield energy at the auxiliary charger on the wall when Kleiner tells you to do it.
The alarms are getting louder, so they've decided to speed things up. Follow Kleiner into the teleporter room and watch the scene. As it gets ready to send Alyx out, the plug on the panel falls out. Just pick it up as instructed and stick it back into the panel. When Kleiner opens the safety glass, flip the switch and teleport Alyx to Black Mesa East.
It's your turn now. Just step into the teleporter and watch the cinematic as Lamaar lengthens the gameplay by a few hours. Once it settles down, you'll find that you're stuck outside of Kleiner's lab and you've been spotted by two scanners. Start moving along the catwalk and head down to the gate in the fence below. Just follow the path to the right and go up the stairs to get to a door.
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You need to make it across the trainyard and into the canals. Go through the door and wait for the next area to load. Walk forward until Barney signals you. Head back and listen to his instructions. You are now armed. I told you that you'd get your first weapon this chapter - I just didn't say it'd be a crowbar.
Take out your frustration on the boards blocking the door ahead and walk down the stairs to the train yard. You just have to get to the other side, so it's not that bad. A few Combine will be shooting at you with pistols, but there's really nothing you can do. Just keep moving and you'll be fine. Turn left and jump into the open doorway on the red train. Use the crowbar to clear a path and push open the door. A train is coming down the tracks. You can wait for it to pass or just run ahead of it. I always had plenty of time, but it's your call. Turn right down the tracks and jump into the next opening across from you. Look for the ladder and climb to the top of the train car. Then just jump over to the green train car and then leap over the fence. Walk through the doorway to finish the chapter.