When you arrive at Saturn Proxima in Warframe, you will find some asteroid hangars waiting for you as objectives. You cannot assault these massive installations solo, and it takes coordination between the landing party and the Tenno who remain on the ship.
You need to take out most of the fighters and crew ships while you make your way to the Asteroid Hangar, leaving it as the final objective you need to complete. By doing this, you can respond to what the landing team does quickly and rapidly work together to finish the goal.
When you leave the Railjack, use your Archwing to get to the waypoint, which is at the entrance to the asteroid hanger, and it’s marked. Once inside, follow the waypoint to a console you need to hack to expose a radiator. Take out any enemies on the way, and make sure you loot any chests and containers. Once you expose the radiator, it is up to the team on the Railjack to take it out. All the need to do is get into a position where they have a line of sight, then blast it with their weapons.
When that happens, repeat the process for the second radiator. After the radiators are gone, you can get into the last part of the asteroid hangar. An experimental Grineer vessel is there, and Cephalon Cy wants you to steal it. All you need to do is run to the back of the ship, hit “X” to enter it, and the objective completes.
As long as you destroy all the fighters and crew ships, the mission will end. After that, you can choose to either leave the mission and start a new one, or have Tenno exit the Railjack and farm the base and the nearby asteroids for resources.