What you're looking to do is to get to the other side, where Bailey's Crossroads itself (another new location) can be found. Your time in the metro facility itself will be brief. As usual, follow your Pip-Boy's instructions, setting Aiding the Outcasts as the active quest so that locations can be easily found. You're looking for a metal door leading into the metro next to the more traditional-looking metro station. You should have plenty of locations unlocked in the vicinity if not the factory (such as the Nuka-Cola Plant and the Flooded Metro), so you should have plenty of points from which to spring off. The tiny metro station is located adjacent to the Red Racer Factory, on the far southern end of the map, to the west of the Potomac River.
To get there, you're going to have to breach a brief, linear metro station called Bailey's Crossroads Metro. Their location is a new one known as Bailey's Crossroads. Listen to the signal and you'll hear nothing but static initially, followed by a plea to come to their location. It's a distress beacon coming from a group known as Outcasts. Then, a message will suddenly show on-screen (like the screen below on the left), informing you that a new radio signal has been discovered. After downloading the DLC to your Xbox360 or PC (sorry PS3 owners - nothing for you guys to see here), you'll have to walk around aimlessly for a few realtime minutes. Operation: Anchorage will begin innocuously enough.