Rambo's mission is set deep in Afghanistan, in the days when the Soviets occupied it, and America was putting this right (we won't mention who they enlisted to do so). Colonel Trautman has been kidnapped by the Soviets, and you've gone in there to rescuing him. Doing so is a three-part operation approximately following the plot of the film.
In the first part, you explore the building Trautman could be in, through a top-down view of the building. It is heavily protected by infra-red security beams, which when activated unleash the enemies. The locations of the beams are only apparent if you collect the special goggles. Other hazards include mines, trapdoors and booby-trapped doors, but there are enhanced weapons to collect.
Section two is identical to the first, except that it is located outside, the enemy are onto you from the start, and there are no traps. The final section changes to an Operation Wolf-style shoot 'em up, with a horde of tanks, foot soldiers and helicopters to face. Your gun can jam, which adds to the challenge of finally getting out alive.