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Your goal in Rome is to learn more about the Al-Samad cell in the city, and what they might be up to. You'll start out with three missions:
Bug CIA Listening Post
(to see what the CIA knows),
Identify Jibril Al-Bara at Chateau
(to learn more about the supposed Al-Samad leader), and
Intercept NSA Intelligence
(to see what the NSA knows). These missions are all short, and you can complete them in any order.
During the missions, you'll learn about Conrad Marburg and Madison Saint James, and, after meeting with them, you'll realize that Marburg is the one pulling the strings in Rome. After doing some more investigating -- that is, after completing the missions
Investigate Marburg's Villa
Investigate Delivery at Warehouse
Investigate Ruins Transmission
-- you'll finally discover what Marburg has planned for Rome. This will trigger the mission
Intercept Marburg at Museum of Art
, and completing it will also complete the Rome section of the campaign.