The nightclub can be played from the main menu.
Maps > Nightclub , I believe.
There, you need to do three things (as far as I know):
1. There are colored buttons in the security office. Make sure to keep the active button the same as the color of the office.
2. Keep the vent closed between the intruder and the vault. This can be done by rotating the opening from the security room. You can use the sonar ping to locate the intruder.
3. Stop Cassidy from sabotaging the generators. This can be done by checking the hallways and roof cameras. When you see her skulking, honk the horn to make her go away.
(There are also tapes to collect around the map.)