If I understand correctly, you are Prince Imrahil and you are trying to rescue your own sister that has been kidnapped by the evil Sultan Saladin. Well, it's something along those lines.
This video shows how to successfully complete the first stage (night 1). It's a classic platform setup with ladders, octopuses, birds and a cannon. You have to spell out "ARABIAN" by going over the pots of gold (in the right order) while trying not to become cannon fodder or fall prey to the octopuses (easy) and birds (not so easy). You can go up ladders but you can't go down, in other words, you always have to jump down. Note that if you jump down from too high a platform, well, you kinda get vaporized.
In the next stage, you have to go river rafting while trying to avoid crocodiles and some very unfriendly fire. Let me just tell you that this stage really sucked if you had a monochrome monitor because you could not see the crocodiles. Because of that, I have no idea what's after the river stage. Wish they had mentioned it on the box or in the mags, that would have saved me some hard earned dough.