The game starts with an overlook at the North Korean situation. After that, it will cut to you on a plane en route to the DMZ (demilitarized zone). After Fiona introduces herself, you'll need to stand up and go over to the yellow marker on the ground. Once there, pick up the PDA and two more markers will appear. Go to both of them to get a Carbine (M4) and some frag grenades. After that, the pilot chimes in saying you're in range of the DMZ. Go to the next yellow marker to open the cargo door, then get in the vehicle and you're on your way to some fun.
When you land and have control of the vehicle, drive forward and past the gate. Follow the road to the first roadblock with enemies. Get out of the vehicle and make some short work of them (make sure to pick up the assault rifle they have for some extra firepower). After that, get in a vehicle and head to the next roadblock. Take care of the enemies and get into a vehicle, then honk the horn to make the allies get in with you. After that, it's a short trip to the Allied HQ. Once you get there, get out of the vehicle and talk to the guy in front to enter HQ.