Your first goal in this mission is to go across the bridge and defeat all the enemies at the base of the wall. There are quite a few, but most of them are the weakest of the enemies in this world, so you shouldn't have too much trouble. Once they're all gone, Murray will try to climb the wall without any success, which makes Bentley call in Bob Cooper.
Get close to the wall and press both X and Circle together to grab onto the wall. This is a straight path, with the only obstacles being bones sticking out of the ice, which can be destroyed with the Square button. Once you get to the top, a cutscene will play out and then you'll have to scale another ice wall. At the top of this one, destroy the mounds with the bugs coming out of them.
The next wall to climb has some challenge to it. On the ascent, boulders will alternate and drop down; if you get hit once, you will have to restart on the same wall. There will be some wooden spikes in between the jump, as well as another boulder on the path going down. Jump across and then hold R1 to slide down, going through the bones. Jump across the next gap (wooden spikes again), then climb to the top.
Jump across the nests, taking out the enemies in the way, and grab the item at the end to finish the mission!
Well, that was an interesting turn of events. You need to climb this next wall, which is long and treacherous. The first new obstacle here are the freezing wind coming from holes along the wall; these take off a decent chunk of your health if you get frozen by them. The other new obstacle are the baby birds, which will wake up if you make noise around them. Once you reach the very top, grab the item to finally complete this job.