The 59th Street sequence begins after you exit the parking garage in Episode 2. Switch to Cockpit view by pressing
and then complete the level. You will likely die several times as you memorize the route, so after the section reloads just make sure to switch your view back to first-person before you start driving again.
The part where most people seem to have trouble is the final jump over the chasm into Central Park. The trick is to turn right at the top of the stairs you drive up before taking the jump. You don't want to drive straight out the window at the top of the stairs. If you get confused about how to pass a particular area, check out the video below.