On some platform you can see 2 doors which lead to the 3 room area with 2 infected. After defeating the First Warden, head out and go downstairs.There is a massive statue and you have to jump on the base and there will be the key. Follow this path and jump a gap to reach a locked door, that requires the key, which can be found after the First Warden fight. From the very start of the game, up the stairs and to the left there is a pile of rubble you can climb onto, to then jump to an outside edge.
Roll under the gate and you can access a chest. Destroy it and you can see a gate half opened. There will be 2 infected waiting for you.
Secret areas and Secret Rooms abound in Lords of the Fallen.