Floyd's parts are in the very area that you meet him. One part is to 
the left of the cathedral/church, on the platform. After collecting 
that part, keep going, jump on the church, go to the left, go up the 
stairs, move to the fireplace, and jump in to reach a sewer. Take a right 
hand turn to enter a room. Choose the middle path to end up in a room 
with sparkling helicopter blades. Leave the sewer and locate a large 
building) like the church) with a metal door. Use Tri Rockets on it, 
enter the sewer again, and walk down the path to find another leg part.