How do I lead the interview to where I can show off best what I can do?

Being quizzed in an interview isn't as daunting an idea as it seems, while the interviewers will be keen to evaluate how well you handle new information, they also know that you can talk at length about the topics you mention in your personal statement. As a result, your personal statement functions as the main topic of conversation in an Oxbridge interview; if you want to talk about specific areas of the course or other knowledge, include them there.

But this doesn't help to lead the interview when the interviewer is trying to see how well you handle discussion away from your key areas of interest. To help in this instance, it is useful to prepare some tangents to your core topics, and other areas of interest that you can direct the conversation to when you've talked all you can about your personal statement. This helps to show a wide knowledge of, a greater interest in, and a passion for your subject. This is where knowledge of the course helps. The interviewer won't expect you to know it all (otherwise there's no point going to University!), but showing that you are a student that cannot fit all of their ideas into a personal statement demonstrates a passion for the subject which is key to any interview, and especially Oxbridge ones. If you talk about topics that are part of the course, but not part of your personal statement, you can keep the interview in confident territory, even as the interviewers attempt to push you into talking about things you don't know. And don't forget, it's perfectly ok to admit "I don't know" as long as you take a guess or talk around the question - they want to see how you learn, not if you already know it all.