Run around the Boss in a circle while shooting it with the machine gun. When it is low on health, use the flame thrower to finish it off. If done correctly, you can kill it without being hit. After you kill the Boss, the Thing in the glass in the room will break out, and the door will be opened with a few guards.
This Boss has a sweet spot. If you get directly under it, it will not attack. When you get under it, blast away until its health is in the red, then burn it.
Place Peltola in front of you in the room, just before you enter the room where the Boss is located. Inch him into the doorway. When the door fully opens, push him in and fire at the same time. He will enter with you and fight. Use him for his fire power and to keep the walker busy while you attack the big Boss. Peltola will die during the battle.