The Armory is only accessible after traversing the National Guard Depot, the National Guard Training Wing, the National Guard Depot Offices, then exiting from the Offices back to the National Guard Depot. (In the northeast corner of the "Local Map", on the second floor, facing south, you will see a section of a wall collapsed onto a desk, with an outcropping of partially collapsed floor above. Behind you you'll find two barrels to stack on the partially uncovered desk. This will save you loads of time). Just as you zone back into the Depot, there is an electrical switch on the left straight ahead.