To clear a stage, you must shoot odd looking trees in order to pick up special charges, so you can use them in killing animals and clear your way. Remember! The odd looking trees are limited in each level so, dont waste the special charges otherwise you will play the level again.
Control your car and reach the exit point after collecting all the keys in every level to advance in more exciting stages.
GameSpot's Game Guide to Twilight Princess has a full walkthrough, with videos for each boss fight, as well as a list of all the Pieces of Heart in the game!