Cobra Command is a linear game in which you must complete each stage, in the order they are presented, to complete the game. To complete a stage, you must rescue the requisite number of hostages that are hidden throughout the stage. Most are contained in prisons underground, but a few have escaped to the surface and await your rescue there.
A note about scrolling
This game has a peculiar side-scrolling mechanism. Once the copter reaches the middle of the screen, the screen will begin to scroll in the direction you intend to move. At the same time, the copter will slowly retreat back to the side of the screen which is opposite from the direction of the scrolling (e.g. if you are flying to the right, you will slowly drift to the left side of the screen.) While this should appear as though the camera is simply moving ahead of your helicopter, it actually slows down the rate at which you move, putting you in potential danger where you might not have been had you been able to move at full speed.
However, if you happen to fly backwards, you can fly all the way to the edge of the screen before the screen will begin to scroll, and you will not slow down as a result either. This maneuver is dangerous because you cannot see what kind of terrain you may fly into before you crash. Therefore, this technique is only recommended when you are flying through the sky, or when you know an area particularly well.