You've made it, the final stage of Mega Man 6. Be sure you have full weapon energy. If not, kill yourself to the point of game over, continue, and resume.
The only real obstacle here is a Hard Hat dispenser like the one from Tomahawk Man's stage. Dispose of it the same way.
You'll fight three Wily forms back-to-back. But fear not, they're all pretty easy. If you've been stocking up on energy tanks, it will make the experience even easier.
For the first two forms, Wily hops around in his contraption, trying to crush you and blast you. For these forms, use the Knight Chain until you run out of energy. When you run out, switch to Silver Tomahawk. The two forms pretty much fight identically, with some small changes in the second. Nothing too noteworthy though.
By the time the first two forms bite the dust, Wily gets out in (you guessed it!) an appearing and disappearing saucer. The angle of the Silver Tomahawk (which you should still have some energy for) makes it easy to hit Wily with, plus he's still weak against it anyway.
It won't be long before you've finished the bad guy off, and beaten Mega Man 6!