I think there is one on one of the tables on the same floor as the prison cells. I wouldn't worry too much, there a few about in the game. I'm not sure why the walkthrough says you need one though, it is not essential. There is one optinal bit that needs one, but that's not related to the main storyline.
PS Is this your first time through? If it is, don't use a walkthrough, it spoils too much of the game
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