This is the fourth mission, "The Royal Physician", where you kidnap Sokolov.
More linear than the previous missions, there is very little backtracking. First you make your way along to the bridge, where you disable the searchlights which would prevent your escape. If you make your way to the top of the bridge, you unlock
After crossing the bridge, you come to Sokolov's home. I skipped the entrance by blinking across to the roof from the neighboring rooftop, but your methods may vary. Render Sokolov unconscious with a sleep dart and carry him down to the docks where Samuel is waiting to complete the mission.
Other achievements to consider:
The Surgical achievement in Dishonored worth 79 pointsPlay from the first mission through Kaldwin's Bridge killing fewer than 10 characters (The long distance of the bridge is perfect for this. Alternately, can you Bend Time and jump down from the top of the bridge to unlock it? Shoutout to anyone who confirms or denies this stylish method in the comments.