Depending on the character you use, you're either feigning a frontal assault (Sun Ce and Sun Quan) or assisting in the fire attack (Sun Jian and Sun Shangxiang). For the fire attack, go west at the beginning of the stage and when you can go north, do it to get inside of the castle.
Here, you'll find Xiahou Yuan waiting for you and Wang Yi will eventually come into the picture. Defeat both of them, then move forward into the castle to encounter Zhang Liao. Once you make it further into the castle, you'll run into Guo Huai, as well as some other officers. Defeating them will open up the gates leading into the northernmost section of the castle.
When you get here, you'll need to lower the water level to find the secret passage, so go around the path and hit the switch at the end to open the floodgates. Once it's open, jump into the water and start making your way into the secret passage. Upon reaching the room, Li Dian and Yue Jin will appear, so defeat them both to gain access to the main room with Cao Cao.