Entrada Para o Submundo

Head to the Police Station in Las Venturas. Use the map that came with the game if you have trouble finding it. You'll need to bring along the Jetpack, so that you can get up to the higher ledge. Now, head to the northeast corner of the Police Station. You'll have to fly up to the higher ledge first. Now, you can fly straight into the building, then drop down to continue to fly in the underworld.
Also, because you're on top of the police station, you can see the parking lot below. There's a space between the two floors, where you can land and walk around.
Mapa da Localização da Entrada do Submundo
Lembrando que Submundo e Bluhell são duas coisas totalmente diferentes.