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.