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In Episode 2, the explored area was Rajan's Palace, a luxurious, ancestral palace bought by Rajan to impress his hosts. Sly and the gang infiltrated the Palace in order to recover the Clockwerk Wings. Once they succeeded, Carmelita, who was working undercover to expose Rajan, revealed her disguise and started arresting people. Rajan fled his palace with his reputation ruined.
In Episode 3, the explored area was Rajan's Spice Temple, an old temple that Rajan had converted into the center of his spice operation. Sly and the gang infiltrated the temple to recover the Clockwerk Heart and stop Rajan's plans. Once they succeeded, Rajan was arrested and the temple closed down.