Once you accept the mission you must go over to a nearby cell tower and charge it up. You now enter a non-powered section of the Neon District. In unpowered areas reapers are more numerous and they set up turret trucks. It is unlikely you will survive your trip to the energy substation if you run around on the ground. Thus climb up to the rooftops and use them to move about. You can use wires to your advantage but beware of turret trucks guarding the gaps.
Before going anywhere you should press select and put a way point on the location below to guide you using X. This will make the going much easier for you.
Even running around the rooftops can be harrowing so if you are running low on health locate a nearby gas-powered generator using L3. These give you almost a full charge and can be recharged by you using lightning bolt. Do not try to kill every single enemy you encounter. Beware of enemy emplacements on the rooftops as well as the Reaper's turret trucks. Don't stay hiding and shooting in one place too long because it may attract enemies to your position.