If you do not feel like doing this one in Exhibition, you can do it in the Campaign mode.
The second match you have is a steel cage match against Samoa Joe and it is fairly easy. You have to collect enough money in the cage to fill your bar. Once the bar is filled you just climb up the cage wall and either hold
or
to escape. Whatever button it prompts.
The game also gives you a pretty fair quick tutorial on how cage matches work before the match starts, if you still do not understand.