From here, jump down to where the big long red wall is. Run up that wall, climb up the wall on the other side and jump down towards the area, where the story started. Here, look around and notice the little blue roofs. Jump on those to get across and climb up to get the Gold Brick.
Now climb up to the car park, where you saved Cole in the story. There is a device at the car park level gates, where you can use Lightning Spinjitzu. Go up and jump over to the yellow car, where you can use Dual Swords . Switch to the other character to pick it up.