To solve the goddess statue puzzle you need to locate the 3 medallions and place them in the slots at base of the godess statue, located in the main hall.
The 3 medallions are each obtained by solving a puzzle on statues located around the police station. The solution to each puzzle can be found in the officer's notebook that you will already have received, from the cop that gets torn in half, by the time you reach the puzzle.
The 3 statue locations are below. The map crosshair is the exact location of each statue.
Lion statue
Unicorn statue
Maiden statue
The lion statue is immediately accessible.
The maiden statue will require you to blow up the c4 using the detonator combined with the battery.
The unicorn statue will require you to find the spade key before you can reach it.