On the roof of the big entrance gate, hidden behind the big pipe. Fly up and walk behind the pipe.
Peril Character (Stan Lee)
Destroy the box in front and build a device for the gravity mine. Use Star Lord to throw the gravity mine. The fire will melt the ice. Stan is free.
On the roof of the building to the right. Use someone with Repair on the device (e.g. Iron Man) and pick up the minikit.
Inside the building with the big gate, there is a cart with some big boxes to the right. Push it to the front so one box falls down. Smash it.
Continue to the unterwater area. Go left. There is a Digsite. Use someone with DIG (e.g. Lockjaw). Dig up the treasure chest, hit it to open and jump into it to collect.
Character Token: Black Cat
Not far is a golden cage. Use Telekinesis (e.g. Doctor Strange, Lockjaw) to open it.
Next, go to the right, passed those colored pipe entrances, through the first set of pillars. There is a teleportation pad in front of a window. You see the Minikit in there. So use Teleportation on the pad (e.g. Thor / Lockjaw)
When you dive up to the building now, you will see a red box between the right entrance and the middle entrance. Here, use Double Rope Handle Pull (e.g. Ms. Marvel / Spiderman)
Inside the yellow pipe room, where, in the story, you need to blow up the silver lego hatch to dive up to the generator. Inside the generator room, there is a Fuse Box (e.g. Ms. Marvel)
Continue with the story until you get to New York. At the first fight on the bridge, when the big guy is there in the background, go to the right. In front of the truck, there is debris with the Minikit underneath. Destroy everything and build a grapple. Use Single Rope Handle Pull (e.g. Spiderman / Ms. Marvel) to open.
Next fighting section is the "Jungle" on top of the bridge. There is a box to the left that you can blow up with Silver Lego Blowup (e.g. Ironman). You have to build it.
At the last fight - with Doc Oc - there is a van with green Strength Handles. Use someone with Strength to open (e.g. Ms. Marvel)