I am at the cement works and cannot exit the first bldg. I find I still have the hat in my inventory and I see where I should have given to
Wiggins at the train station? Is there a remedy?
Thank you, Doris

The meeting with Wiggins is at Baker St. I believe that those meetings should have been automatic-cutscenes; even the giving of the hat.
Maybe you've done them then. You can also go back to a saved games and see if you can replay from there.
Also I believe you can leave that building anytime. Does Holmes stop you?

There are saved games here.