I am not sure why you need to go in the bank but you have to go inside and check it out. You should be armed though so destroy boxes on your way in and grab the weapons. They won't have much ammo so be sure that you know where the extra weapons are at all times. You will need to run back and grab the weapons when you run out. Kill any zombies you see on sight and get to the center of the bank. The levels will get increasingly difficult. See how you will stand up against a zombie invasion.