Jupp, she finds a locked door.

While the paint or the walls themselves seem to contain enough lead to make seeing through them hard, Supergirl manages to follow the pipes in the floor until they reach the wall right next to a metal door.

While there's traces of which keys have been used on the keypad, it unfortunately needs a key-card as well, so Supergirl sidles up next to the side of it and, looking around in a decidedly suspicious manner, grabs the edge of the door and gives it a short fast pull.
'Shoot, I hope the music drowned out that, at least I can't hear anyone saying anything, nor any alarms'

Supergirl slips inside the door and closes it behind her, finding herself at the top of a set of stairs leading down. Doing her best imitation of surreptitious movement, the red and blue dressed blonde in the bright red cape descends the stairs. At the bottom she finds a poorly lit branching corridor, two of which have signs next to them. The air seems stale, but permeated by a vaguely familiar musky odor.

On the wall to the left, there is a sign pointing that direction with the word "Pens" on it. 'What sort of club has pens in the basement, I guess some sort of restaurant could use that, except I don't think they sell food here, unless they do in the VIP section. Whatever is there is what is making those weird sounds, I think, the acoustics down here are really poor.'

On the wall to the right, there is also a sign, this one pointing further to the right, marked "The Black Door" with some sort of weird symbol next to it. Looking up there's one pipe coming from each direction, both heading into the wall next to the stairs and into the club, there is a low but fairly constant gurgling sound from the pipes, as if some viscous fluid is being pumped through them.

Finally, in front of Supergirl there is also a third way, this one is unmarked and void of any pipes, but a few steps further in there seems to be some sort of alcove, the floor next to it increasingly littered with candles and all sorts of trinkets even before going out of sight around the bend.

'This place is starting to freak me out, I really wish Alex was here as backup, no, chin up, you're Supergirl and even if this was like one of those horror movies you hate, nothing there could hurt you anyway, so just pick a direction and get going!'