Guide the not so bright lemmings to the exit. They drop out in the level one by one and then you need to assign task to some of them so they majority of them reach the exit. For example tell one of them to dig a path into a wall, a stair up or to stand and block the others so they don't walk over a cliff edge. You often have a limit on how many of each you can use, say max 9 diggers on a level so you need to plan ahead to keep as many of them safe. If you fail you can always push to bomb key that turn all lemmings into walking bombs that explodes in cute pixel clouds