The Warden in AC4 Black Flag

"Free the Sage" is the last mission objective in Sequence 2 / Memory 05: Claiming What's Due

Walkthrough

You have to reach the prison entrance (door marked by a small green circle) and open it.

If you are spotted and are in conflict mode, you will not be able to interact with the door, so the best way is to use the stalking zones to sneak up to the door being careful not to be spotted. You can whistle to the guards from stalking zones to lure them in one by one and assassinate them

If you do get spotted, there might be too many soldiers which makes it difficult to kill them all, the best thing to do in this case is to escape the area and hide a little until things calm down, then try again.