IMPORTANT NOTE: If you are playing with the War of the Chosen expansion, there is an option during setup to integrate DLC into the expansion. This causes SPARKs to be buildable in the Proving Ground right away, but also turns off this mission so you will be unable to complete it.
If the mission doesn't appear during your game then make sure the "integrated DLC" option isn't selected!The mission itself appears very early on if the "Shen's Last Gift" DLC is installed, although you initially have to scan for a few days before you can undertake it. The mission itself is fairly straight forwards as the enemies are all derelict and as such have only small amounts of HP. However, it is a bad idea to come into the mission as soon as it appears as the end of the mission pits you against a Sectopod.
Because of the Sectopod, it is a bad idea to complete this mission immediately after recieving it as you will very quickly lose your soldiers due to their limited damage. At the earliest, complete the mission after receiving magnetic weapons and a squad size upgrade, and make sure your grenadiers have shredder on their ability tree to take down the armour of the Sectopod at the end.
For this mission your squad is joined by Lily Shen who is basically a fully upgraded specialist. As for the soldiers you should bring: the War of the Chosen classes are likely to not be of much help here, especially since you have to hold out for while waiting for the elevators to reload each turn. Because of Lily's presence, the need for specialists is also much smaller, and sharpshooters are unlikely to be of use because they cannot move and shoot, which is needed during the second stage, so a squad made up of rangers, grenadiers (with shredder), Lily, and PSI soldiers if you have them is probably the best bet.
The mission itself is made up of three stages, the first stage has you activate an elevator and then have each of your soldiers take the elevator up once per turn whilst enemy MECs drop in behind you. Whilst most of the MECs have low health, it is probably better for you to leave your high damage soldiers to go up last to try and defeat all the enemies that drop each turn (so your specialists and faction soldiers should head up first if you decided to bring any of them).
The second third of the mission has you activate a SPARK unit in the central room before evacuated to the elevators in the back. Before activating the SPARK, make sure all of your squad is inside the SPARK room as everywhere else is flooded with poison gas the following turn. Turrets and MECs with being spawning in after the activation of the SPARK and deactivation of the poison air as well. If you haven't already received the achievement for having a SPARK destroy a robotic unit, then make sure to have the SPARK you turned on here destroy a turret or MEC.
The final part of this mission involves taking down an enemy Sectopod. You start at the bottom of the stairs, if you climb the stairs and wait a turn, the Sectopod will appear. At this point, more MECs will also appear around the map. Ignore them and focus on the Sectopod as once it is defeated the mission will end. If you can, have your grenadiers and SPARK focus fire first since they can shred the armour of the Sectopod so that your rangers are not restricted in terms of damage output. If you don't have Shredder on your grenadiers then throw grenades at it to get rid of the armour as even the limited damage of grenades is better than repeatedly doing the same four or five bits of damage to armour that doesn't get removed. Once the Sectopod falls (or explodes as they do), the mission will end.