Take time to learn Sly's controls and start breaking objects along the way to collect coins. Keep following the path until you reach the rooftop where there's a patrolling helicopter. Destroy the nearby objects for more coins then jump and interact with the sparkly objects to reach the rope above.
Walk on the rope to cross the street. After Murray and Bentley passes below, continue along the next rope. Don't fall down to street level or the mission will fail. Continue to the end of the rope then climb up the nearby pipe. Interact with the narrow ledge and slowly cross the ledge to the right side.
Now wait for the spotlight to move away then jump on the antenna and vent to reach the pipe on the wall. Use it to reach the roof. Head to the other side of the roof and jump on top of the water tank. Be careful of the two spotlights in the area.
Grab on the rope to reach the museum. Before scaling the ledge, kill the guard and destroy more objects in the balcony for more coins. Scale the ledge to reach the next balcony then grab hold of the pipe to the right and make your way up.
After reaching the roof, don't go to the upper roof for now. There's a mask nearby that you can grab. Climb on the crate to the left to reach the roof and jump to the other side, behind the fence.
Return to the other side of the roof them use the nearby objects to reach the upper part of the roof. Go past the security light and pickpocket the key from the guard. Use this key to open the skylight. The control will switch over to Bentley.
Jump or hover (double-jump) across the gap and stick a bomb on the grate to destroy it. Make sure to keep your distance since you can still get hurt by the explosion. Continue past the rail and to the next tunnel. Destroy the gate and use hover to get across the large gap. After encountering a large gear, manually take aim and lob a bomb to the obstacle and destroy it.
Jump to the other side but before moving further, check the tunnel to your immediate left to find the mission's second mask.
Continue following the path and cross the rails and follow the next tunnel. Bomb the marked grate and jump down. Once in control, continue forth and jump across the green security field. Kill the two guards and start hacking. This will also trigger a mini-game.
Control the “code” while firing its bit cannon to take out the firewalls. Follow the instructions and reach the next portal. You'll encounter reinforced firewalls and security drones. Change into a tank code and take out the obstacles. In the last area, destroy the reinforced firewall then change into a shell code and grab the yellow data key.
After this sequence, you'll be controlling Murray next. Just continue forth and start smashing the place and guards. You can also find health by destroying various objects. Continue until you reach the warehouse entrance. Once inside, free yourself from the sudden rat moshpit.
Next, clear the boxes for more coins and stomp near a barrel machine to grab a barrel. Aim for the junction box and throw at it to disable it.
The control will switch to Sly. Simply press circle to steal the treasure and press circle again to trigger the time machine once you get prompted to complete the mission.