Pay attention to the intel: Before hitting 'Accept Challenge', head to the Squad Info tab to see what troops you'll have at your disposal.Practice of both the main game and Challenge Mode will help improve your game, but it's also well worth taking in the following pointers: How to storm the leaderboards in XCOM 2 Challenge Mode Plus, you only get one attempt at completing the level regardless of whether you are successful or not (reloading is not an option!).
One of the key differences here, apart from the troops you'll have at your disposal, is that each challenge is limited to 30 real minutes.
Points scored are based on a number of key factors: The challenge comes from using unfamiliar troops to achieve your objective, and doing so in a manner that scores the most points.