New Main Objective: Take over the fort
Free all four Stormcloak soldiers and wait until they run to one nearby chests to recollect their equipment (the above screen).
Go up the stairs to get to the upper level of the prison. You now have to choose how you want to leave this location. The first option is to use a ladder (the above screen) that will take you to Fort Neugrad Prison's roof. It's the best choice if you want to attack from a distance.
The second option is to use the standard door leading to Fort Neugrad's courtyard (the above screen). It's the best choice if you want to engage the Legionnaires in close combat.
Once you're in the courtyard, you'll probably be surprised that it's guarded only by three Legionnaires (the above screen). Take care of them and don't worry if the freed prisoners get themselves killed, because you won't be punished. Approach the fort's main entrance to encourage the scouts to get inside.
As you probably expect, to find the rest of your foes you need to enter Fort Neugrad's main building (the above screen). When you do that, decide whether you want to attack or sneak. The second option is actually worth considering, since many of the Legionnaires have gone to bed for the night.
One by one, clear out the rooms of the fort. You'll probably encounter the largest group of enemy soldiers in the main hall of the barracks (the above screen); try to eliminate them before they get out of bed.
The game will help you lock the foes so you won't miss any of them. Apart from regular soldiers, in one of the upper rooms you'll run into the fort's commander, but he's not much of a challenge.
New Main Objective: Report back to Ralof
Find Ralof; depending on the situation he may be either in the courtyard or inside the fort. Listen his short commentary (the above screen). The mission is now over and you can continue with the Liberation of Skyrim (main objective: Report to Ulfric Stormcloak #2).