As soon as you land, head to the place shown on the map (it is best to do it on horseback). It is located several hundred meters to the north-west from the starting point. You should hurry, because rescuing the CIA agent at the beginning will allow you to complete the mission quickly and without any trouble. The agent is hiding on the desert and his location is shown in the picture above. When you find him, Fulton him as quickly as you can. You will complete the main objective and also one of the optional ones (rescuing the agent before the enemy finds him). You can summon a helicopter now or leave the mission area to complete it.
If you fail to rescue to CIA agent on time, things will get complicated. The area around the agent is searched by four enemies with Walker Gears. After about a minute, they will find him. The enemies will circle him and call for transport to Lamar Khaate Palace. Then, a jeep will arrive and the prisoner will be put inside. If you don't want to wait, you can quickly neutralize the soldiers with Walker Gears (use a sniper rifle and aim for their heads or sneak up to them from behind and throw them off the machines), but it is quite risky. You can also try to stop the jeep, but bare in mind that all the Walker Gears will escort him.
The CIA agent will be transported to Lamar Khaate Palace and put in a building shown in the pictures above. It is your last chance to rescue this character, because after another minute or so, one of Soviet soldiers will try to murder the agent (there is a hidden objective connected to this event, described on the next page). The death of the CIA agent means failing the mission. You can eliminate the enemies around the building (unfortunately, at least one of them has heavy armor), or distract them by sabotaging the generator or throwing items. Lastly, you need to carry the agent out of the building and send him to Mother Base.