This glitch is very hard to reproduce and is very confusing to put into words.
1. Enter the room at the very left end of the bottom floor of the Police station (the one behind the stairs)
2. You position yourself at the door at the end of that room that leads to the closet. Make sure your facing in the direction of the door you came through.
3. You then try running and full sprint jumping into the end of the door and the wall. Your players if done correctly should the glitch through the wall and the floor into the room in front of it.
To get out all you have to do is run out of the walls of the police station.