Hmm, it's been a while since I played the game but...
depending what difficulty you're playing on, but it's quite often important to pay a lot of attention to the main objectives, especially when they're timed in some way or another. You start with not that great weapons I think so you basically have to grind to take out the bigger ships yeh. When you get some better weapons unlocked it gets easier. But basically try to concentrate on any important enemies so you don't fail from ships getting destroyed. As for wingmen, I don't remember what options you're given but I think I tended to send them out on their own to fight whatever they felt like, or maybe watch my back or something... There is a thread in here, somewhere, I think with a list of all the subobjectives, you may have found it already. Basically if you take time to get used to the game, you should be okay on the lower difficulties, I dunno about the harder ones, I got stuck somewhere I think. Hope you're enjoying the game, I love it, need to play it again sometime!
Subobjectives
You can use your illusion
Let it take you where it may
We live and learn and then sometimes
It's best to walk away