This mission is fairly straightforward and has 3 distinct sections (major spoiler alert):
First, you must clear the area of enemies to lure out the executioner. Use your zip line to pull the snipers from the towers. When you're told to use the walkie talkie, there's a sniper rifle in the same tower which you can use to kill the executioner. Clear the rest of the enemies and flee the scene with Pang - keep up with him or he may get shot by the enemies preventing your escape.
The second section starts by following Pang on a motorcycle. Just ride after him and you'll encounter a small ambush where you need to kill all enemies. Another motorcycle section begins and you'll reach a landlocked ship. Enter to find a colonel and some minions. You only need to kill the colonel and take his beacon (he'll drop it - press Y to pick it up) to progress to the next section, so avoid the minions if you can.
Finally, you'll meet up with Sheldon and will be assulted on all sides by enemy soldiers. You'll start carrying a detached turret, but if you find it slows you down too much, switch to an assault rifle or SMG - both of which will have plenty of ammo dropped.
Once all soldiers are killed, the agency mission is complete.