If you're talking about Episode 10, there are three of them: two in the palace and one in the cells. Don't worry about the guy in the cells - he's safe for now. What you want to do is get to the guy on the bottom floor first. The easiest way to do it is to go in through the north-east corner, but it's a huge risk. You can try circling around the south end, but it takes time. Once you grab the prisoner, take him upstairs. It's probably easier to go through the southern end since it's a bit more open and you're less likely to run into a guard. Fulton him as soon as possible.
Then you need to go for the second prisoner. He's on the middle level in the north-east corner. There's usually a guard or two on standby ready to execute him, but you can either cause a distraction (but do it somewhere at the southern end; a bit of C4 works wonders), clear the room with smoke grenades and night vision and/or CQC them if you're quick. Take him up to the roof, too. Once you Fulton him, drop down the back staircase, circle around behind the anti-aircraft radar, and go for the prisoner in the cells. This is the riskiest part because unless you've neutralised the enemies (and if you take the time to do so, the prisoners will likely die), you're going to be fully exposed when you pick the lock. Smoke grenades and night vision also work here.
Doing Yakho Oboo cleanly is even harder, because the guards have long lines of sight, and if you're not careful at Lamar Khaate, there will be an APC on standby within the compound. You get a couple of options for getting in: the front gate (which is suicide), the back gate (which is risky), the tunnels (which are blind), or a ladder on the north-east corner (which can put you in a really tight spot). What you choose will depend on whether you want to get the two extra prisoners, and one of them has a rare skill.
Personally, I approach from the south-west. Neutralise the guard in the tower, and plant a bit of C4. Then go over to the demountables on the south-east side; there's a few guards there, and if you accidentally trip an alert, you don't want more guards crawling all over the place. I also like to plant C4 there, too. Once that's done, follow the river back up under the bridge, and go through the lock-up with the materials container. You'll need to neutralise the guard at the back gate, but make sure you lure him away, because he'll be spotted almost straight away by the guards in the north-west tower. If you need to mark any other guards, use the booth at the top of the hill.
In terms of the infiltration, go to the ladder at the north-east corner. Blow the C4 on the wooden tower (save the C4 on the demountables), drawing attention away. Lob a smoke grenade into the north-west tower, then climb the ladder. You might need to sprint to the tower unless you have well-developed smoke grenades, but you need to neutralise the guards - they're the furthest from the tower you blew, and so unlikely to react. A charging CQC will knock them out for considerably longer than a tranquiliser dart or choking (and if you time it right, Snake will throw one from the tower, stunning him). Drop down into the building through the hole in the roof - be careful; there may be a guard - and pick the lock. Get the two prisoners and Fulton them to safety, but don't do it in the quad. Do it outside, because the walls will shield them from the guards, and you took care of the only two who are likely to see it.
To save Malak, go into the tunnels. You'll find the entry below the north-west guard tower. By now, the guards should have returned to their usual positions, so now it's time to blow the C4 on the demountables. You may need to wait for them. Get into position in the south-west corner and blow it. Go in through the door, but beware that guards are positioned inside. Smoke grenades and night vision goggles work wonders. Malak will be in the far room. Getting him out is the hardest part, because you cannot Fulton him, climb ladders, or go over railings. Your only hope is the back gate. The temptation may be there to go up the hill, but by now the guards are returning - and may be aware of a prisoner escaping - and you will almost certainly be spotted. Instead, go left and head down past the lone demountable. Call the helicopter, then drop down into the river and follow it south. You'll find an embankment that you can climb alongside the landing zone. All you have to do is cross the road and hold the position. Just watch out for trucks and jeeps.
Now, try doing it all in one go without buddies and when the game reacts by giving the AI metal helmets, ballistic shield, landmines, snipers and a helicopter ...