If they can go for a draw that would not be too bad, always good when you leave the decision to second game because that means you just have to play great in one game. Obviously who wouldn't want to win the first leg 3-0 or something and make sure that you do not even have to play that well in the second leg to continue, but that is difficult, so a 0-0 type of draw would be a lot better and could profit them some time, plus helps with the league too, not that it would matter for them.
The objective of every team playing at this stage of the competition is to do the heavy lifting in the first leg and finish the job in the second. However, I don't think Manchester United can win tonight, talk less of winning with a commanding victory. San Mames is like a fortress, Bilbao has never lost a game at their home and as a matter of fact, they've won all six matches in the europa league. So if United can get a draw tonight, I think it'll be a good result.