Access Expeditions after completing the main My Brother's Keeper mission, via the jukebox hidden in a room in Central Executive. You'll need tokens to operate the jukebox, and these are earned by crafting them, completing Bureau Alerts and Board Countermeasures, vanquishing targeted enemies, and completing Expeditions. Expeditions are 25 minutes long, and if you die, you lose your progress entirely and will have to acquire another token to jump back inside the jukebox.

Expeditions are part two or a four-part DLC plan culminating in an expansion that's definitely tied to Alan Wake, Remedy's other popular game.