step one: obtain key,
when doing step 4,
as your going through the dream you will come to a teleporter with three buttons, with a sign above each one saying cellblock, cellblock, cave,
when looking at these signs turn to the right and you will see a key, picl it up
step two, go to the outbuilding where you obtained the free thundergun, on the other side of the room is a door, just press f on it and it will open