You will have to wait for your colleagues to get to the pier. Move back and pick up a standard assault rifle. Proceed to the ground level by using the stairs. Jenny will automatically follow you. This route has already been secured, so you shouldn't encounter any additional enemy units.
I wouldn't recommend making any unnecessary stops. Start off by moving towards one of the enemy vehicles (screen). You shouldn't have any major problems finding it. Just as before, you won't encounter any soldiers along the way.
Keep heading forward. Turn right and then go left. As a result, you should get closer to the pier. Sadly, Jenny is going to get shot by one of the enemy soldiers. You weren't able to prevent this from happening. Kill the shooter and go back to Jenny. Finding her body should be easy.
New objective: Heal Jenny
Approach Jenny's body. You will have to press the E key in order to allow Kane to give her a shot of adrenaline. Kane will also pick up the body of his daughter. He won't be helpless to enemy attacks, however you may only choose a pistol and you won't be allowed to zoom in the view. As a result, you will have to rely on your colleagues.
You will have to start moving right away. Keep heading towards the pier. Ignore some of the nearby explosions and the fact that the camp has been repopulated by enemy troops. As long as you'll keep moving, you should be fine.
Your final task will be to reach an opposite end of the pier. Make sure Lynch is standing somewhere nearby. Approach a small boat which can be found to your right (screen). This will trigger the final FMV sequence.
Congratulations! You've just finished the game!! :-)