Go north at the beginning, then go around and defeat Xu Rong to open the gate that leads south. You'll see your father fighting with Li Su, so defeat him to rescue your father. Continue to the next area, where you'll see a bunch of ballistae, but before you have a chance to say anything, they will activate and the doors will close.
Defeat the officer nearby, then exit to the north and take the newly opened gate. Follow this path to the central area, where Diao Chan will talk about trying to alliance themselves with Lu Bu. So now, go to the south and make your way to the southeast to where Lu Bu is located.
Once you get to him, he will defect and join your side. Now, start making your way towards Dong Zhuo, who will have reinforcements join the battle. Defeat any officers that get in your way and when you get to the middle of the map, Wang Yun will head east and go north to cut off Dong Zhuo is he decides to escape.
When you get to the west gate, there will be an ambush. You need to defeat the unit commander in the north by the gate, as well as the one to the south. Continue on until you get before the throne room, where Dong Zhuo will sic Zhang Liao on you while he tries to escape. Defeat Zhang Liao and give chase, defeating Dong Zhuo to end the battle.