The main missions in the game are found around the map with 3 available initially. Completing mission will unlock further ones in the sequence. The missions are aligned with one of the the Base of Operations wings and will earn you credit towards upgrading one of them
At the start area of main game mission you will find a prompt to match make with other online agents. Teaming up is a good way to make the missions much easier, and earn some achievements. But if you are not under levelled and have reasonable gear then you should be able to get through them on your own.