Rescue the prisoners along the way, they'll give you new weapon upgrades, health packs or points. You've got limited ammo, so don't let it waste away. If you get killed you'll be able to continue the game with a new life, but if you lose all your lives then sadly, it'll be game over. Good luck dude!
This game is not in English language, so Left Click on the Second Button on the title screen to view the instructions and then Left Click the bottom right button to continue. Then select a difficulty level from the three buttons shown. Finally select your character to begin the game.
You can also change the control keys. Left Click on the Third Button on the title screen and press the desired keys for the different default controls. Finally click on the Left Button to save your changes. If you click the Right Button then the default controls will be restored.