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click 'venture forth' then, on the left, click the flag there you see rescue missions

When you are on the dungen selection screen, on the leff side there will be a new button when you have someone captured. Click on one of the captured girls and it will show you the mission (don't forget the bring food and heals).

Also, those missions start really hard and they get easier with each passing day. They girl will also get more transformed into a new class with each day. 

The missions is the easiest to beat in like 9 days or so.

Usually, wait for 9 days or more, as by the time are very easy to get her back to your teams..🤣 

Unless you like me, as will get her back on 3rd day as only one of six curse set, & very easy to put her to a jobs for 3 days, & job done💪😎

If usually, go beyond 6 days, that will be a little risk, as the longest you leave it, by the times already changed her skill to lock skill.  Which unless you like me, As didn't mind it as to put her to new jobs to get incoming/effect boost.👍