If you're familiar with the NES library you can see that Taxan basically airlifted most of the elements of this game in from somewhere else -- Ninja Gaiden, Batman, Contra and TMNT being the primary sources. Regardless, they did a pretty good job with this mishmosh, and the overall whole ends up being one of the better run-and-guns on the console.
You'll play through six distinct areas broken up into three different stages, picking a three-man team to go into each area. One team leader is automatically assigned for each area; for example, Duke heads up the first set of stages, then Blizzard gets a turn in the winter area. You're free to pick anyone else on the roster for the remaining two slots -- your other options are Snake Eyes, Rock n' Roll and Gridiron. Team member health is replenished completely between areas, but in the individual stages in each area there are a bunch of rations lying around and randomly dropped by enemies too.
Perhaps the neatest quality of the game (and one that sets it apart from most run-n-guns of the era) is a bit of a strategy element in upgrading your team as you go. Throughout each stage you'll find weapon and health tokens that upgrade the weapon or extend the health bar of the person who picks them up. These upgrades carry over from area to area, provided you don't get that character killed off en route. It's more neat in concept than in actual execution, as you'll soon find that Snake Eyes and Rock n' Roll are virtually always the best choice for every level.
Snake Eyes has the best jumping ability by far, needed to get some upgrades that are out of reach for all the other characters, and he also has the only range weapon that doesn't use ammo. It starts out by far the weakest, but can be powered up to being very decent while still using no ammo when it is maxed out. Rock n' Roll has the hardest-hitting weapon by far, and when it's maxed out he can usually go toe-to-toe with a boss and simply dish out damage faster than they can ... which is actually virtually necessary given that some bosses have attack patterns that are virtually unavoidable. So you'll pretty much want to pump the first 10 weapon upgrades along with any health upgrades into Rock, then give Snake Eyes the rest of them.
Usually the structure of each area is one short action-packed stage with some platform jumping, then a mazelike level where you have to plant bombs and get to the door within a time limit (sort of the inverse of TMNT's infamous bomb-defusal level, just no irritating swimming or seaweed here), then another short action-packed level. Each stage also has its own unique boss battle at the end, with a lesser Cobra light like Raptor or one of their crummy vehicles in the first two stages, then one of the heavier hitters like Destro at the end of the third stage.
Rather than platforming, the difficulty here is more in strategizing and effective use of your time and resources. For example, you'll probably die a few times trying to figure out where everything is in the later bomb-planting levels, as they're riddled with almost as many fake and destructable wall segments as Zebes is. A reasonable password lets you pick up at the outset of each area with your weapon and health upgrades intact, making the game challenging but manageable once you clock its unique little idiosyncracies.