During the "Apprehension" level, you will come across a part where you go through two red doors reading "CAUTION" that lead into an area with a large sunken in area, two military officers, and a turret gun. Kill the two officers (you can use the turret gun if desired), then turn and face the direction opposite the wall with the door and the large window. Enable the "No Clipping" code and walk forward through the natural wall. You will see a large yellow shaft. When you get closer, you will see a huge rocket inside.