How do I get out of the castle in mission 15???????

You have a group of soldiers with you - dont use them to attack anything.

Get them to a gate and they will open it for you then you can get out of the city - unfortunately your troops will become part of history and their graves will be visited for centuries but you will be able to avenge their deaths

actually, this walkthrough tells you how to get both squads out.

http://www.the334thjoeco.com/settlers.htm