Germany: Help Italy get to Egypt. Punch USSR in the face hard and grab factory territories. Use planes to keep UK from landing. Keep USSR on its toes until Italy and Japan open up extra fronts against the USSR.
Italy: Keep allies out of Mediterranean. Punch through into the middle east. Build factories in the middle east. Start a front from the south of USSR. Help Japan take India, sometimes.
Japan: Grab the DEI. Keep steady progress against China. Build factories on the mainland to funnel tanks into India. Use planes to stall US and ANZAC naval advances. Use your fleet on the offense very sparingly, it’s often more useful to keep your fleet in strongly defended positions and to threaten your opponent with it rather than commit to using it.
USSR: Build a catapult to throw men at the problem. Rifles optional. But seriously, stall the German advance with infantry. Gobs of infantry. You don’t necessarily want to win, you want to live long enough for the US and UK to save you. When the Germans start having to spread themselves thin, break through into Europe.
UK: Try to loose as slowly as you can in the pacific. Hold on to Egypt but don’t break the bank doing so. Get control of the Atlantic and the channel. Keep enough of a navy to defend against air raids. Then, use your navy in the channel as a bridge from England to Normandy (or elsewhere in Europe, Holland and Norway being good targets). Keep dropping men. Make the Germans fight a two front war. Hope ANZAC and US save you in the pacific.
USA: In Europe build lots of transports to funnel men to North Africa and Europe. Make sure you can survive German sub and air attacks on your transports by defending them. Using the UK fleet and UK airbases as cover for your navy can be helpful. In the Pacific, your basic goal is to pee aircraft carriers. Spray the Pacific with carriers like a dog marking it’s territory. Obviously not only carries, but they are much more cost effective than battleships as capital ships. You want to force the Japanese to commit to a naval battle then leave their navy on the bottom of the ocean. You can afford losses to your navy in a way they can’t. If you can get the Japanese fleet in range of an island with a lot of planes, that’s even better, planes are more cost effective in combat than ships. The Philippines and DEI are important targets. Take everything of value in the south pacific. Then, start landings in southeast Asia along with islands close to Japan like Iwo Jima. Strat bomb the living daylights out of them. Make sure the Japanese are too poor to even consider rebuilding a navy.
China: Die very slowly. Keep the burma road open when practical. Avoid big battles when practical. Keep the Japanese out of the USSR by being a thorn in their side. Make sure if you group your troops together there are enough to survive a big attack. The last thing you want is to huddle too closely together if the Japanese can win an attack against that stack, since you’ve lost everything at that point.
France: Use your troops in Africa to help Egypt live. Use your scattered fleet to try to harass Italy and Japan. Sailing the ship on the east coast of Africa to India is sometimes a good idea. If ever liberated, help push into Rome and Berlin.
ANZAC: Build a factory in Queensland. Ensure you have your objective for the islands. Then, build a navy and try to land troops in the Philippines and DEI. You can move a transport from Queensland to Malay in a single move. Take advantage of that.