Scarlett should go to the Arsenal District. On the main level, she should walk down Shade Street, past The Doctor's (Gregorius's) house and past where Dominicus is selling goods, until she comes to a door by some stairs, where the Gondola station is for the Arsenal District Dockyard. Enter the door (pick the lock). (Click map to enlarge.)
Inside, Scarlett will have to deal with two Rogue Masters and then go down the stairs. The special key Rangar gave her will open the gate to a room with a sarcophagus. As before, when Scarlett approaches the sarcophagus, a Skeleton will emerge and attack her. After defeating the Skeletons, Scarlett can collect the Helmet from the open sarcophagus.