In Chapter 1 (Saint Lo), to capture the church you must kill all of the Nazi soldiers (while hiding behind walls). It is best to use the Thompson gun in your arsenal. Once you have killed all of the Nazis in sight, go up to the church and throw two or three smoke bombs in it. After that, throw two grenades in the church while the smoke is still active. Once you have done that, you will be able to go to your destination, capture the church, and be able to move on.
