Chapter 19 Lion Knight of the Round Table

Note: Here’s a video which shows you how to go straight up to the top floor of the Tokyo Metropolitan Building with no detours.  https://youtu.be/2cRBvpdgmF8?t=13m40s 

Head to Tokyo Metropolitan Building, and go to the top floor.

After the 2 boss battle, speak with Omegamon to head into the Digital World, or speak to Alphamon to head back to office.  

Chap 19 end

OPTIONAL: According to JP wiki, you can speak to Arata to get his quest, which requires you to go to Under Zero to help him with something. The wiki says if you complete this quest, Arata will be more helpful in the final boss fight. I have yet to try this myself.