The grenade part is tricky cause it doesn't show you where to go very specifically. You need to find an area with 3 targets - they start collapsed/flat on the floor and raise up when you start in front of the room. Throw in the grenades to take all 3 targets down.

Reloading is 'realistic' in this game, it's advised to practice at the shooting range to get a hang of the reloading mechanisms. This is a game where you have to legitimately build some skill to get a hang of the controls. Try a couple of rounds offline against bots (shoot the ones without names over their heads, they're your enemies) and then see if you still like it?

Zombie survival is one I haven't tried yet past one play round, but it's not a game type you win; you're supposed to deal with endless hordes until you die, the swarms are intentionally endless to my knowledge.

Edit: Zombie mode is not infinite but it should be winnable! I think it's meant primarily to play with friends rather than solo, though it should be possible.