As soon as you leave the vault for the first time head east and slightly south (check your map to verify).

Head to the citadel and approach from the north west direction.

You should see a collapsed bridge with a heap of rubble next to multiple buildings.

Put view to 3rd person for better vantage, then simply jump your way to the top of the rubble.

At some point you will actually get past it and under the buildings, then just walk through the semi-empty space toward the main gate of the citadel.

The option to enter it will appear.

The Elder Lyon's are located in the B Ring area. That's it.

Caution: can be time consuming depending on your knowledge of the map.