In the Base of Operations, head through the door in front of the entrance, cross the corridor and down the stairwell. It will take you to a social space, The Terminal. There you will be prompted to start your first Underground operation.
This is where your first Underground mission starts:
To be able to access the Underground content, you need to fulfill the following in-game requirement:
You need to have completed the mission Secure Quarantine Center. (This mission appears on the map after you completed General Assembly, which is the last mission of the main story.)
If you are still unable to locate your content, please make sure your DLC is properly downloaded and installed. Find out how to do that in this related FAQ.
If the content shows as downloaded and installed but you cannot find it in-game in the location described above, please contact us.