Select side
Finish the game with the Lui Bei or Cao Cao. Then select "New Game" and you will now be able to choose which side to be played.

Hidden battles
After you are finwshed with the game as Liu Bei to access Cao Cao's side, notice that the difficulty level is set at normal instead of beginner (when you played as Liu Bei). Finish the game as Cao Cao under the normal difficulty setting to access the expert level. Select either Liu Bei or Cao Cao at the expert difficulty setting. Finish the game under expert difficulty setting to access a secret battle for each side. As Liu Bei, the hidden battle is The Battle of East Lau. As Cao Cao, the secret battle is The Battle of Chang Zheng.