She's being held in the Basement, but before you get there you need to flip 3 Switches because when you get there some part of the Floor is missing.
Also getting her out isn't that simple, you'll need a Key & 1 of the guards has it, he should be walking around the Corridor.
1 more thing, there's a strange Glitch or Bug happening when you defeat more than 1 guard, the screen just infinitely scrolls without stop so watch out for that.