From the in-game instructions:
The aim of the game is to rescue a Princess who is held captive in a Castle and lead her to the safety of your own base.
There are three stages to the game. These are:
STAGE 1. You move around a playing area searching for the objects that will help you to find the Castle and then to gain entrance in order to find the Princess.
STAGE 2. You search the Castle and, if successful rescue the Princess.
STAGE 3. Return to the Playing area and lead her to your own Base.