After the cutscene, have Sly deal with the guards and activate the drill. Control will switch to Murray.
To ride the truck, hold to drive forward, and hold to back up. Hitting while moving activates the e-brake and flips the truck over, releasing a net. Cool down the tires every once in a while by driving over scorpions or going into the water.
After capturing eight scorpions, Bentley will say that less scorpions are coming to the surface. Control will switch to Sly. Climb up to the top of the drill and activate it. Control will switch to Murray.
Repeat the process for the remaining 12 red scorpions. The water has drained down, though, so squish scorpions to cool your tires.
Once you capture 20, set the scorpions loose in the mine, and it's Job Complete.