Your first order of business is to rescue Xun Yu in Juan Castle, which is on the east side of the map. Along the way, some reinforcements will show up, so take them all out and then use the wooden walkway to get to the castle. Out front is Zhang Liao, who is guarding the gate. Upon his defeat, the gate will open and you will rescue Xun Yu.
As it now stands, Lu Bu has taken over Puyang and you'll need to fight your way back to the other side of the map. When you get to the northern bridge, the garrison's gates will close and Lu Bu's forces will destroy the bridge. On top of that, an ambush will be sprung, so defeat the officer and start making your way to the southern bridge.
When you get to it, an ambush will appear and the gates will be closed. Once you clear the officers, it is suggested to you to make your way along the southern path to make it into Puyang, so exit east and start going along that southern path. Along the way will be a few officers and then Zhang Liao outside the southwestern checkpoint.
After you take him down, start heading north to Puyang. As you come around to the front, defeat the officer in the way to open up the gates to get inside Puyang. You'll eventually arrive in the room with Lu Bu and Diao Chan. Note that if you defeat Diao Chan first, then Lu Bu will recover all his health and become stronger. Defeating Lu Bu will end the battle.