Going Under - Sleeping Dogs
Once in control, keep running and vaulting until your companion gets caught. Keep running until the scene is complete. You'll finally be out in the streets with Jackie. Follow him to Winston's place.
Once there, you have to fight off a bunch of thugs. This will serve as your combat tutorial. Take the guys out and finally, finish off the last enemy using the nearby railing. After the next scene, you'll be in another tutorial. Counterattack the enemies and survive the hazing for a few seconds until it is completed.