This mission is added after you tracked down the militia vehicle that abducted Oracle and reconstructed the crash site where Oracle threw a scrambler for you to find. Head to the fire station and use the Batmobile's power winch to trigger the building's fire suppression system.
Firefly will burst out of the flame. You have to pursue him and keep on his trail. Avoid the wall of fire he will occasionally leave behind. Keep following him until he runs out of fuel. Then, eject-glide from your Batmobile to catch him in mid-air.
As you progress in the game's story missions, you'll get new intel about the Firefly's activities. Head to the next burning firestation and repeat the process all over again. The last fire station burning located in Otisburg, Founders' Island. You need to bring the Batmobile so you can only tackle this mission once you destroyed the long-range missile launcher as part of the story. Like before, you have to chase Firefly until his gas tank runs dry. Then, do an eject-glide to catch him and beat him up. Batman will bring him to GCPD afterward. Mission complete.