There are two ways of finishing this mission:
1) you can decide to remain in the shadows
2) you can decide to defeat all encountered enemy units
Both options are equally challenging. If you decide to remain in the shadows you'll have to pay more attention to enemy movements and if you decide to kill everyone you meet you'll be dealing with large groups of trained and well-equipped soldiers.
An interesting to know about is that both options will have the same ending, however you will be able to choose between killing all of the remaining soldiers (hostile approach) and running towards the exit (silent approach).
Silent approach: Start this mission by removing your gas mask and then approach a nearby grating. Pick up a silenced rifle provided by one of your allies #1, assuming of course that a similar weapon isn't already in your arsenal. You should also examine bodies and collect nightvision goggles #2.
Choose the only available passageway #1 and notice that there are A LOT of traps in the area. Avoid touching the cans and stepping on the broken glass. You'll also have to avoid a trap triggered by a rope #2. I would recommend using nightvision goggles here, because a flashlight could alarm nearby hostiles.
Two enemy soldiers are stationed to your right #1, but thankfully it'll be easy to avoid them. Proceed towards a nearby corridor and you'll soon reach a junction. Remain hidden and wait for one of the guards to pass by #2. Start following him by heading to your left.
Remember to maintain a safe distance while following the guard. Stop near a burning lamp, wait for the soldier to move away and extinguish it #1. Make a few steps forward and wait for the same person to turn around #2 and start moving towards the corridor you've used a few seconds ago.
You may now safely enter a new area. Make sure that you're crouching to avoid being seen. I would recommend acting quickly here so that the generator mentioned at the beginning of the mission won't receive additional protection. Head forward #1 and then approach a large hole in the left wall #2.
WATCH OUT for a can hanging on a rope here - you can't touch it if you don't want to raise an alarm. Drop down near the staircase #1 and proceed to your left so that you'll enter a generator room #2. Approach the generator and press the action key to turn it off. If you're too late and the generator already has protection you'll have to wait for a right moment to make a move.
Use this opportunity to explore the generator room - you'll have a chance to collect standard ammunition and 5 rounds of gold ammunition #1. Return to the previous room and check the area under the staircase to find a new body #2, as well as 3 rounds of gold ammunition.
You should now face the corridor leading to the train station #1. Wait for a guard to show up here and as soon as he's turned around enter the area patrolled by him. If you want to find one more collectible you'll have to use a ladder located next to the metro car #2. There's a chest on the roof of the carriage, containing supplies and 4 rounds of gold ammunition.
If you don't want to take additional risks you should consider entering the carriage right away #1. Walk to the opposite end of the metro car and wait for the guard to turn around. Once he's gone past you exit the carriage and locate an entrance to a small tunnel #2.
This tunnel will lead you to the main area of the black station #1. Notice that disabling the generator has been a good idea, because it's much darker in here. Approach enemy units, wait for a good moment and quickly use the stairs found to your left #2 to get to an upper level. Walk through an opened gate. You can find out what to do next from the Final part of the mission section.
Direct approach: Start this mission by removing your gas mask and then approach a nearby grating. You won't have to pick up a silenced rifle offered by one of your allies #1. Instead collect only ammunition. Check the surrounding area to find several bodies and nightvision goggles #2.
Choose the only available passageway #1 and notice that there are A LOT of traps in the area. You won't have to act quietly here so you should focus only on avoiding a trap triggered by a rope #2, because stepping on it would result in a quick death.
There's a small outpost in the area and you'll have to secure it by killing two enemy guards #1. Finishing them off shouldn't be a big problem. Don't forget to explore the outpost itself, as well as to check both bodies (ammunition). You may now choose a corridor leading to the next area of the station #2.
You'll soon reach a junction and you should wait here for one of the enemy soldiers to show up #1. Use a knife to kill him and then choose a corridor located to your right. You should end up standing in a dark room with two other soldiers #2. Get rid of them and be prepared to deal with other enemy units.
You're about to enter the biggest location of this map which is going to be guarded by about ten soldiers #1 #2. Try eliminating your opponents one by one, prevent them from making surprise attacks and use dynamite sticks to your advantage. You should also remember that if you use goggles instead of a flashlight you'll be harder to find.
Keep fighting until you're the only standing and then explore the central area of the campsite. You'll find supplies here #1, including 15 rounds of gold ammunition. If you want to end this mission quickly you should use the nearby stairs #2 and walk through an opened gate (you can find out what to do next from the Final part of the mission section).
If you intend to find all secret items you should return to the junction where you've killed the first enemy soldier #1. This time choose the left corridor and after a short walk you'll end up on a balcony above a group of hostiles #2. Use dynamite sticks and then your guns to kill most of them from here.
Head down, deal with the rest of the opponents and start exploring the area. It shouldn't take you long to find a room with a working generator #1. You won't have to turn off the generator. Instead search this room to find 5 rounds of gold ammunition #2.
You should now find a passageway with the metal staircase #1. Once you're inside a new room check the area under a new staircase #2 and you'll uncover a dead body. Examine this body to find 3 rounds of gold ammunition.
You may now proceed towards a nearby train platform which is going to be guarded by a single enemy unit #1. Kill your opponent and then use a ladder #2 to get to the roof of the metro car. Locate a crate here containing 4 rounds of gold ammunition.
You may now return to the main area of the train station (where you've found 15 golden bullets) and this can be achieved by using a tunnel located close to the metro car #1. It shouldn't take long to find the exit from the tunnel #2 and then you should proceed to the stairs mentioned earlier.
Final part of the mission: There's one more group of enemies in the area. If you've chosen a direct approach you should attack them with dynamite sticks #1. If you've chosen a stealth approach you should silently kill an opponent standing in front of you #2 or leave everyone alive.
In both cases you'll have to choose a passageway located to the left #1 and then proceed to the next room. Here you'll have to locate an opened hatch #2 and head inside to find yourself standing in the sewers. Make sure to put on your gas mask!
Start heading forward. Be careful, because you'll have to avoid a new trap here #1 and you'll die if you make a mistake. Keep going through tunnels and small rooms #2. There's only one path here, so you can't get lost.
Eventually you should be able to get to the train tracks #1 where one of your allies will be waiting for you in a new trolley. You'll witness one new vision before this mission ends #2 and you should read the section named Endings to find out about the impact of the choices you make here.