Instructions
Hold "R2." Select "Unequip" from the selections available. This will unequip your current gun leaving you with your fists as your primary weapon.
Approach an enemy soldier. You will not be able to use CQC until you are within an arms length from the enemy.
Press "R1" on your controller three times for a melee combination. You may also hold R1 down to place the enemy in a chokehold. From here, you may knock the enemy unconsciousness, throw him or snap his neck.