You have to search the nearby buildings for a set of clothes to change into. They will contain the key that unlocks the gate.
Unless I'm thinking of a different gate. Is there a generator in the area you slipped into? If so, turn that 'sucker on.
To get your tram ticket:
If you haven't already found it, the game that lets you win tickets is in the building with power cords sticking out from underneath the door. You can't play it until the generator is on.