This area is far larger than the previous two. Thankfully, you have the Turtle Van. Get into it and drive to the left. You will find a building with an open entrance. Inside is some pizza (one slice, and one full), and some missiles.
Down to the south, past some barricades, you'll find a pair of buildings. In the right building, you will find some kiai. This is a crucial part of the game, because it is the only place where you can easily fill up your kiai supply. When you reach the kiai, pick Leo, Raph, or Mike, and have them grab it. Go down two screens and jump in the water (or go a bit left to try for the full pizza if you're running low on health -- you can get it if you only tap the jump button when you jump for it). Then go back into the left building and repeat until Leo, Raph, and Mike all have 99 kiai. You can also give some to Don, too, but he will likely lose them by accidentally picking up another weapon, and getting the 99 for the other three is boring enough. ;)
It is true that you will unlikely use all the kiai, but if you lose a turtle, or they accidentally pick up another weapon, your whole supply goes down by as much as a third, and you'll likely be unable to regain it. You want to keep the kiai to make the Technodrome easier to get through. If you are certain you won't make it to the inside of the Technodrome before using a continue, you can ignore this advice, but once you're skilled enough to get there, you'll definitely want the kiai.
If you lost one of your turtles, hang to the right and head south. Go around the building at the bottom, break through the barricade, and you'll arrive at a gap that's too small for your Turtle Van to get through. Exit the van and proceed to the right and go up. You'll arrive at a pair of buildings. Enter the right building. If you're in the right place, you'll see a mostly empty room with a platform in the middle. Your captured turtle should be standing on this platform, in which case you will regain him when you touch him. Otherwise, you will have to wait until area 4. Don't forget to give your regained turtle some kiai as described above!
Now you'll be ready to go for the boss. The boss "Mega Turtle" will appear as a blue Leonardo clone. The easiest way to beat him is to throw a few kiai at him. Then he will show his true form: a robot of some kind. Keep throwing the kiai, switching turtles if you're getting injured, and he'll be no difficulty. The only other caveat is not to fall off the left side of the screen.