World 5-1: The Escape Well
Jump into the well directly in front of you, to land int he water. Swim to the right. Jump over the next body of water, and jump down to the right of the ladder.
After diving down, you'll splash onto the water's surface. Swim to the right, and have Brain jump to the top and activate the floor switch.
Return to where you first saw the ladder, and continue right. Use the Gadgetcopter to fly up and reach the exit.
World 5-2: The Heating Ducts
As Gadget, head to the right and ski down the two ramps. After these two ramps, you'll find a pit that drops you into water. Jump across the two pits to reach the exit terminal, which needs to be hacked by Penny.
World 5-3: The Sea Water Collector
From the start, you can jump across the gap to recover health, but you will need to switch to Penny and dive down into the water. Swim left, recovering air as necessary, and dive to the bottom to reach the computer terminal. Hack it to open a tunnel to the left.
At the end of the water tunnel is a hatch with two blinking buttons on either side. Punch them to open the hatch.
After exiting the hatch, swim to the right, and climb up to reach the first 'X'. Have Gadget drop a charge here. Switch to Penny, and swim to the left.
Once you surface on the left-hand passage, switch to Brain and climb the steps. Exit to the left, and have Penny swim in the area below. Head to the bottom, punch the switch on the closed door, and enter. Jump on the button to reveal the platform that allows you to reach the exit.
This is the final showdown against Dr. Claw. Switch to brain, and run all the way to the left as fast as you can, jumping across platforms as necessary. The distance is about 20 screen-widths, where an explosive barrel will drop on Dr. Claw's vehicle.
Touching Dr. Claw's vehicle will cause you to instantly lose a life. In addition, you will also have to dodge projectiles launched from Dr. Claw's vehicle.