They'll close the door behind them to avoid anyone investigating the power box seeing such a huge security flaw and after they all adjust to the minimal light they'll head left towards the front looking for stairs. Creeping as quietly as possible and keeping watch for lights that could indicate a guard or janitorial staff.

Also Nyx is watching out for bathrooms, closets, alcoves or other places that might afford a place to hide should they need to avoid someone approaching. Hell, even a good stepping place to wedge up by the ceiling, he's not picky.