Hello. I'm playing currently as Russia and I have no idea how to deal with slider thing. Should I go innovative and westernize or stay in serfdom and narrowminded? If it matters, I want to conquer Europe and Asia, maybe Africa and it's 1450.
Depends on how you want to play it. You don't exactly need manpower (You're Russia, after all) but even more MP to drown your enemies in waves of men can be fun. Then again, going free subjects and innovative will help with tech and keep you up to pace. Go land and quality if you plan on doing that. Centralization is the best slider in the game, but its not necessarily what you should move all the time, as it has both negative events and sometimes you need other sliders more. Generally, free subjects/innovative/land/quality is good for strong and modern armies. Taking the national idea Espirit de Corps is good to this in addition.
However, you might want to go with serfdom/aristocracy/land/quantity for cheap armies and large numbers. Lean on the narrowminded side but not much. You want missionaries to convert your sunni/catholic provinces, but you don't want to be falling that far behind in tech. Westernization is usually good to do before you're super large. Once you pass a certain point, it's probably better to stay at Oriental and be just a bit behind.
How much cannons we should have? What for we can use cannons? Only sieges or cannons are usable in battles too?
Another question - Where we should use infrantry and where calvary? I know that in early game calvary is used to open battles and infrantry on sieges, but maybe that changes in late game?
Cannons are actually really useful in battle, at least later on. Early cannons are only good for siege though. In fact, very very late game, you want as many cannons as you can get because they're so super amazing.
You want cavalry for flanking, but infantry is usually good to carry around at least in token amounts. It's cheaper. That sums it up pretty nicely. Ideally, you want either four cav or two cav for flanking. Going with the two cav option means having at least two more infantry than your enemy. 2 of your cavalry will be receiving no damage from the infantry, as infantry can only attack one square diagonally, not two.