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Trial and error. The interface looks intimidating at first, but things get simpler quickly. If you need to ask about something specific try the Battlegoat forums, there are many experts over there who will answer you.
 
1) Bulk buy up a large stockpile of: industrial goods oil and any resources you wont be able to produce yourself. Mainly oil and IG though.

2) Buy tech from superpowers short term, and only build research centres when you can afford it.

3)Spam basic units, the game doesn't really reflect higher quality forces well, its more about mass and supplies. Otherwise watch as your Uber-expensive tanks are raped by militia.

4)Don't let the ai control your military, it's retarded. If you do though, make sure you try to direct them at the enemy and manually control air forces, the AI's grasp of air forces is abysmal.