Tea Room ConcubineThe first concubine is located in the leftmost room of the building after the garden. Jump to the second floor from the wall, go to the terrace on the left (there are two guard here), drop down and go left. The concubine is in the last room – make sure the guard doesn’t notice you approaching.
Main Entrance ConcubineThe second concubine is in the large building near the main entrance, the one with lots of scaffolding. There are a bunch of guards up on the scaffolding, so you should try to kill the ones on the ground while out of sight. Climb the last ladder on the right, then use the beams on the ceiling to drop down to the next one on the left. The concubine is in the room next to you – use the window.
This one is the hardest, as it requires you to time your movement. If the guards see you and kill her, restart the checkpoint.
Garden House ConcubineThe last concubine is located in the gaden house area. Go all the way to the left. Climb the beams and use them to get onto the garden house. Kill the guard on top, then perform a drop assassination on the on in front of the house. The guard that’s inside is hard to approach – it’s best if you kill him using your throwing knives.
Here’s a video showing the whole rescue mission: