This one can be pretty tough if you're playing anything besides Explorer.
There are 2 main things you need to do in order to do this:
1) Collect all 3 chests. 1 is found in the upper floor of the room you start in, 1 is found near Shadowheart and the last 1 is found in the room where you find the rune to free Shadowheart.
2) Collect all 4 of the Nautiloid Tanks. 1 is found right next to Shadowheart and the other 3 are found in the same room as Commander Zhalk.
Right after Lae'zel tells you to follow her lead, save the game. Then open your inventory and place the 3 chests on top of each other so that they block the corridor to the boss room. This should stop the Cambions from getting by on turn 10.
Then it's just a matter of wailing on Commander Zhalk while trying to keep the Mindflayer alive (as it is a temporary companion and much stronger than you) until his health is low enough.
When Commander Zhalk has around 40-50 HP left, it's time to set up. You're going to get everyone away from him and place all 4 tanks as close to him as possible. Then you simply use Shadowheart to throw a Firebolt to blow them all up, hopefully killing him in the process.
Edit: A couple things I forgot to mention that some people brought up -
@Cisco14: Shadowheart has access the Command spell (you have to go into her spellbook and set it as one of her useable spells) You can use this to cause Commander Zhalk to drop his weapon, the Everburn Blade. This will substantially decrease his overall DPS and increase yours, helping win the fight!
@GryJediEngr: In the second room of the tutorial, you'll meet a.. brain. If you decide to have 'Us' join you, it's a decent little companion that'll speed up the battle.