From StrategyWiki, the free strategy guide and walkthrough wiki

Here it is. The final stage. Starting with the white Foot Soldiers with swords. Next is three pylons. Next is the yellow and purple Foot Soldiers. After that, dodge the freezing mist cannons. Dodge them by jumping. Next is the elevator ride. It goes downwards, and dodge the rolling bowling balls. You see a pizza after the elevator ride. Next is the orange Foot Soldier with a machine gun, and Roadkill Rodney. After that, it's a couple of the purple Foot Soldiers. After that, you fight General Traag. He uses a rocket launcher. Dodge the rockets and attack him while he isn't using his rocket launcher. After he explodes, the barrier that blocks the next part removed and Turtles move on to the next part.

Krang comes out of the portal and says "I'm invincible!". He walks around, fires laser from his eyes downwards, and launches rocket from his arm. Dodge constantly, and use flying kicks on him. After Krang's android body destroyed, Krang says "I'm invincible!", and flies off. Shredder will now appear from the portal, and creates a copy of himself (the exact numbers of his copies are one more than the number of Turtles are attacking him). He uses a sword, and while Shredder has his helmet on, he can use a 3-way electricity which turns you into a regular turtle that loses a life. Dodge his attacks, and attack his copies under their helmets fall out. After that, focus on the real Shredder. After his helmet falls out, a few more attacks, and Shredder is defeated.