Your primary goal at the beginning of the battle is to try to get inside the Eight Gates Formation and rescue Cao Ren before he is defeated. The only problem is that you need to be rather quick in taking out enemy officers and knowing which way to go. Either way, find the entrance and head inside, following the targeted marks.
Each time you get to the designated area, an officer or two will spawn, so quickly take them out before moving on to the next. If you can make it to the center and rescue Cao Ren, that'll be good but more than likely not, you won't make it on your first attempt at this battle, meaning Cao Ren will perish.
A secondary goal not marked for you is to go after Zhao Yun and Guan Ping, who are the reason that Cao Ren was defeated. After that, they will head straight to Cao Cao's main camp, meaning he'll be in danger. Your actual goal is to go after Xu Shu, who is near one of the southern exits of the Eight Gates Formation.
Defeating him will make him your captive, so continue on across either of the bridges to the south to make your way towards Liu Bei's camp. You'll encounter both Guan Yu and Zhang Fei here, so try and either separate them or go all out, as they can be troublesome together. All that is left is to make your way to Liu Bei and take him out to finish.
Before you rescue Cao Ren inside the formation, you need to defeat Xu Shu, who is located in the southeast corner of the formation. For this, you need to be quick, as Cao Ren will be stuck fighting Zhao Yun and Guan Ping, making it very easy for him to perish on harder difficulties. There is a little bit of confusion as to the exact requirements, as the game sometimes doesn't trigger the fulfillment, despite getting to Xu Shu in time.
One theory is that you need to defeat all other officers inside the formation before Xu Shu, excluding Zhao Yun and Guan Ping. Either way, once you defeat Xu Shu, go and rescue Cao Ren to get the star.