At the beginning of the battle, head for Baima on the east side of the map. As you get near it, Liu Bei and Zhang Fei will start moving towards it as well. Note that during this time, Cao Pi will go for Yanjin in the center of the map. For now, go to Baima and defeat Guan Yu before Liu Bei and Zhang Fei get there, as their meeting will make them all withdraw.
With Baima safe, head to Yanjin and defeat Cao Pi, who should already be there attacking it. While defending Yanjin, Xiahou Yuan will start moving towards the northwest garrison, so go there after Yanjin is safe. Once you take out Xiahou Yuan, start heading south down the western path, only to have some arbalests block the path.
Navigate past the arbalests and defeat Guo Jia in the base nearby to make them stop shooting. Make your way to Cao Cao's main camp, defeating Xu Zhu to make the gates open. At this point, some reinforcements will arrive, so you might want to go and take care of them. After that, head to Cao Cao and defeat him to finish the battle.