Jump onto the horse and ride to Dodge. On the bridge in front of the town you will meet the tied sheriff . Free him and move ahead. When you'll reach the water tower, kill all encountered enemies  and then climb up the ladder, located on the right side of the building. From the roof, get to the tower's top.
Prepare the sniper rifle and get ready for a tough challenge. Shoot in the string of the gallows located on the other side of the road. Wait until the trapdoor will open and shoot it. After that, eliminate all enemies , who can hurt freed convict. After infantry's attack, the cavalry will show up , so have the shotgun prepared just in case.
After fighting off the attack, jump down and quickly get on the horse and get rid of the enemies standing in the Soapy's escape way. You should arrive at the marina. Move on the deck and talk to the operator. Then hide behind the crates and use sniper gun to eliminate opponents located above you . Do exactly the same with the other boat, trying to catch you .