At the beginning of the battle, go down any of the paths for now. Your goal will be to get to the area in the southeast corner, which is the supply depot. Clear the area of officers, then Yuan Shu will begin moving to where Sun Jian is located. However, Hua Xiong appears at one of the bases near your position, but be careful as he is slightly stronger than the other officers so far in the battle.
Once Sun Jian receives his provisions, Si Shui Gate will open and you can progress farther. As you approach the next gate, archers will fire arrows down from above, so watch your health if it's low and take out the gatekeeper and then the officer behind him. To get to the area where the officer is located that will stop the arrows, use the stairs and jump down.
Go south and now Zhang Liao will appear, with him being slightly stronger than the usual officer in this stage (like with Hua Xiong). Don't bother with the ballistas in the next area and instead go up the hill, opening the next gate. Inside, defeat the officer and then do the same with Jia Xu after that.
Do not drop down to the next area, as you need to use the ballista that is just past Jia Xu to destroy the two catapults to each side of Hulao Gate. Lu Bu will now appear and it's best to leave him alone, unless you have powered up some. You should see Diao Chan up ahead and while she's not powerful, fighting her will make Lu Bu try and come to her aid, so it's best to just go right past her.
The final gate is guarded by an officer, so defeat him and it will open. Dong Zhuo will set fire to the entire next area, including the area you have to fight him. This will cause your health to stay at half of its max no matter how many pickups you get. Go through the winding path and then confront Dong Zhuo to finish the battle.