This quest starts automatically upon completing "The Observatory" main quest. Edward is rotting in prison. Anne and Mary were also captured and sentenced, and are currently awaiting execution in the same prison as Edward.
After escaping from almost a year of imprisonment, Edward breaks back into a British military prison with the Assassin, Ah Tabai, to free Anne and Mary.
Shake the cage you are in several times until Ah Tabai appears, kills the guards watching over you, frees you from the cage, and hands you a weapon.
Climb the sloped wagon slightly to your left to reach the trees, then jump across the branches over the first wall.
Wait for the soldier patrolling the area to walk away. Jump down into the hay wagon right behind the wall, then get out on the left side - head around the left side of the fence by the building straight ahead, and hide in the tall grass. Next, climb onto the roof of the building.
Cross the ropes to the roof of the next building. Stick to the left side of the roof so the guard on the watchtower doesn't spot you.
To make sure the guard doesn't spot you later, wait until he looks away, then jump across the cut tree trunk to his watchtower and take him out. Once that's done, head back the same way to the roof of the building you were on.
Jump across the trunk of another cut tree onto the next defensive walls then quickly hide in the tall grass growing right behind them.
Take out the guard standing by the tall grass, wait for the guard patrolling the area to leave, and climb onto the roof of the building in front of you.
Jump onto the roof of the next building, head to the right edge, and look at the courtyard patrolled by three soldiers. The entrance to the prison should be directly below you. Wait for the soldiers to split up so they aren't looking in your direction...
...and quickly drop down from the roof and head inside the prison.
Head down the corridors until you reach the brute facing away from you, and assassinate him. The room a few steps ahead is guarded by three more guards - two of them are on the move.
Thanks to the hiding spots where you can conceal yourself, you shouldn't have much trouble taking them out one by one.
In the next corridor, you will encounter two more soldiers.
And at the entrance to the main prison room, another two. You can take these ones out with a double assassination.
Two more soldiers are standing right next to the cells holding the girls. Hit one with a sleep dart, assassinate the second, and then finish off the sleeping one.
Hint:
The key is in the room to the left of the cells, guarded by two soldiers - one of them being a captain.
Eliminate the soldiers however you see fit - for example, you can use a sleep dart again - and grab the key resting on the small table.
Then head back to the prison cells and open one of them. A short cutscene will play. Ah Tabai will help Anne, while Edward tends to Mary.
Keep moving forward at all times. Mary's condition will slow your progress to a crawl. At a certain point, Edward will carry Mary in his arms, but shortly after, he will be forced to put her down - triggering another, very sad cutscene.
Head straight forward, moving toward the marker.
Once you reach the pier near the water, go through the narrow passage between the stone wall and the wooden fence - soon after, you will find yourself on the beach.
When you reach the spot where Anne and Ah Tabai are waiting for you, a cutscene will trigger, after which the next quest will start automatically - Delirium.