the path is more or less laid out to you by the indicators. i believe it's the stage where you start off by making a pincer attack? then you have to go through the valley without being seen? for that second half, you're supposed to kill the officers before they can sound the alarm or whatever as you snake your way down the pass for zhou yu to attract i think it was zhang he and someone else.
or you can follow this guide http://s13.zetaboards.com/koeiwarriors/topic/7080371/1/
i didn't use zhou yu so i can't really vouch for the guide lol.