Follow the path, defeating the officers in the way, until you get to the north part of the spiral, where the enemy will start dropping boulders. Also, the enemy will start using catapults along the southwest corner of the spiral, so keep going around until you eventually get to that spot.
When you do get to the catapults, take out the officer and then drive one of them to the northern part of the spiral. Here, you need to shoot a boulder at the dragon heads that are dropping boulders you saw before. There should be three of them, and it might take a while to adjust the catapult's marker to hit the heads.
Now you need to go back south and then east, fighting your way up the east side, but don't go in between the two garrisons there, as it's a trap. Instead, go to the southeast corner and you should see a path not visibly marked on your map. Follow it until you get to a camp and take out the officer and base captain there to capture it.
Doing this will make Tao Qian retreat farther into the castle. At this time, you should be asked to defeat Lu You and Cao Bao, who come from side rooms in the castle. Also, Liu Bei's forces should now have arrived, which will trigger Tao Qian to set the castle on fire. Another thing is that Zhang Fei and Zhao Yun will begin their trek to Cao Cao's main camp.
Start heading west through the castle and defeat the officer in the way, opening the gate. You should definitely head towards your main camp and take out Zhang Fei and Zhao Yun, who are certainly capable and defeating Cao Cao, thus making you fail. If you do that, though, you're going to have a long trek back to the path that leads towards the northwest corner.
Head into the northern garrison, only to have the doors shut on you. Two officers will ambush you, so try to take them both out before continuing. Once you do, start heading west and on the winding path that leads to the final area where Liu Bei is located. When you get there, you'll find that Guan Yu is also there, who will get stronger and refill his health if it gets low enough. Defeat Liu Bei to finish the battle.
In order to unlock the next stage, 4-X - Battle of Puyang, you need to defeat Tao Qian before he manages to reach the escape point. This can be one of the more annoying ones to get, since the time restraint doesn't leave much room for error. You're going to want at least two or even all three Musou bars. DO NOT waste your Musou on any officers, and save it until you get to the third paragraph.
Follow the stage normally until you get to right outside the castle where Tao Qian is located. It doesn't matter if you disrupt the pincer attack or let it happen, but as soon as the gate opens, the battle will enter a frantic state. Every officer you face between you and Tao Qian doe snot need to be defeated, so if you can pass one up, do that.
Once you get to the open area that is outside the castle that he sets fire to, use your Musou bars while on the horse to move quickly. There will be a point or two where you will be trapped and have to defeat an officer, so don't waste your Musou if you know you won't get anywhere. If you don't get to Tao Qian by the time you're right outside of where Liu Bei is located, then you aren't going to reach him in time.