To see the first bit when you enter the museum, read the text below, once read, see this guide to help you.
Credit: Batman Arkham Videos
After you save the officer at the main entrance of the building, you will have to go through the hallway, through the door, through another hallway again. Once you have made it there, it will say "New recruits this way!". As you realize when you get there, the gate is closed, you have to get out your Remote Controlled Batarang and throw it from the top, and hit the button. If you hit the button, you are able to get past the gate and enter the gladiator pit. I recommend you watch the video for better ideas of how you can overcome the task.