Like many a Schwarzenegger or Van-Damme movie, we have a run-of-the-mill evil villain attacking Earth, and a regular joe-superhero out to defeat him. Here you move Duke Nukum through all of Dr. Proton's mazes, destroying his robotic army while grabbing up points.
Dr. Proton wimps out during his first bout with Duke, escaping to the moon. Duke follows close behind, again plowing through Proton's technobots.
After first scaring Dr. Proton from Earth, then from the Moon, guess where he goes next: the future! After a bunch more butt-kicking comes the final confrontation: you destroy Dr. Proton for all time.