(Still confused? Here's a contextual link that will point the Playboy Magazine's location out in our walkthrough. The magazine should be sitting on the ground at the dead end. Before you do that, opt to instead run upstairs until you can't run up anymore. When you arrive at the building where you have to use the heavy machinegun you procured out of a window, you'll regain control and can work your way to the ground level and outside.