Start the battle by taking the two western bases near your position. Open the gates by taking out the gatekeepers and then defeat the officers inside to capture the bases. Taking both of them will make some of the forces start moving north towards Liu Bei, and it's your job to intercept them. There will be plenty of officers here, including Yue Jin. Once you defeat them all, Yuan Shao will order you to help out at Yanjin in the center of the map, so head there.
However, on the way, you'll get reports that Wen Chou and Yan Liang in Baima have been killed. As a result, Yuan Shao wants you to head over there now. When you get there, you'll meet up with Guan Yu again and he'll mention it's time to escape the battlefield. Yuan Shao will have nothing of this and will turn on you now, so you'll have a new set of enemies to worry about. The old escape route is blocked when Yuan Shao's reinforcements arrive, so Guan Yu mentions passing through Baima and heading to the west.
When you reach the southern gates of Baima, they will close and you will have to fight Xiahou Dun, Xu Huang and Xiahou Yuan. Defeat them all and continue heading to the western escape point. You'll encounter a slew of officers along the way, including Guo Jia, Cao Ren and Zhang Liao. When you do reach the escape point, it will close and you'll have to defeat Jia Xu in order to open it again. Note that Cao Pi, Li Dian and some officers are there as well. Defeating Jia Xu will put an end to the battle.