When an unexpected visitor shows up at Nate's work there is a lot of catching up to do. Watch the scene and then pick your favorite adventure from the Uncharted series to begin your story until the story changes perspective.
After the cutscene, follow Hector and his men through the halls of the prison until you're given a gun and then get ready. Alcazar's men will take the brunt of the attack as you pass through the halls, so don't be afraid to hang back a bit and pick and choose your targets carefully.
Use the cover provided throughout the cell blocks and make sure to take out the guards on the upper level before you advance further. If a guard drops a weapon you'll be able to pick it up and use it and Hector's men can also drop weapons when they die, so be on the lookout.
When Hector's men blow a wall to create a path you'll want to proceed with caution, since a few guards will attack from the area above and Hector's men won't be there to help. Take cover behind the pipe and finish off the guards before you proceed and then take a left to and head up the stairs to the laundry room.
Take cover behind the pillar on the upper level instead of heading down into danger and when the coast is clear you can drop down. Make sure to stock up on ammo from the downed guards and then take cover behind one of the pillars nearby, standing on the side closest to the wall.
More guards will appear on the other side of the room, which is why you didn't want to be anywhere in the center, so take them out from relative safety.
After the door blows you can follow Alcazar again into the yard, but immediately take cover behind the concrete blocks. The turret will tear through wall, so don't stick in one place for too long.
Your objective is to use cover fire, shooting without aiming through the sight, to kill off the minor guards and advance to the front of the yard. At this point Alcazar's men will fire an RPG into the tower and destroy the turret.
You can now rush through the area, as Hector's men will handle the remaining guards, and climb the wall to freedom.