Here is a guide that helped me thru this level.
It's honestly quite simple to say the least. You'll start off by making your way to the department store and taking a sniper rifle with you. Follow your team-mate til you reach the balcony overlooking the enemy below. Wait a couple of seconds and your attack will begin.
Here is also where you can get two achievements.
Achievement Mercy : Kill 5 enemies while they are on fire.
Achievement Let'em burn: Don't kill any enemies while they are on fire.
After a little while you'll find yourself on the ground now and making your way towards the tower for cover while everything around you is on fire. A cobra will take down the tower immediately. BUT lucky for you..your best friend comes to help you out. Thats right Goliath saves the day.
Now have your best friend do all the dirty work for you, but first you'll need to take out the EMP launchers on the sides of the Department building. After this the cobra returns, but now you have Goliath so just take it down. Following up you'll arrive at hooters..too bad there is no hotwings.
Take out the vehicles and enemies. You'll soon depart and make your way inside the Department building now, lots of enemies in here also. Infront of some enemies there will be a 870 Express Shotgun leaning against a box, go ahead and take that it's pretty close quarter all the way through.
Make your way through the building til you reach a ramp to go up to the next floor. Coming out you'll be looking towards the Vehicle Depot and the trucks about to make their way out. Hurry to the right and make your way down encountering 2-3 enemies along the way. Run towards the truck now and place your beacon.
All thats left now is return to your team, take out any remaining hostiles. Now you're back in the department building but now it's on FIRE! Follow the path as directed since you can't go anywhere else if the building is falling apart from above your head.
Now all that is left is make your way up to the roof and return down to Goliath to take care of a few more enemies before you make your escape. You'll climb onto the back of a truck and take out a few extra vehicles chasing after you. Thankfully you still have Goliath around again to take care of them for you.
Hope this was helpful. :D