@Conni_Hu Because you asked for a non-specific answer:
Overview: You need to make a beeline for Moscow ASAP, but also make sure to scoop up Leningrad along the way, as it is the main point the Western Allies will attempt to land in to reinforce the Soviets. Making any effort to attack southern Russia or North Africa (beyond just using the units you began the game with in those areas) is ill-advised, as capturing Moscow will effectively end the game due to the USSR no longer being able to collect income or field an army.
Round 1: Attack East Poland and Baltic States with everything that can reach. More should go to Baltic States.
Round 2: Attack Belorussia and Leningrad with everything that can reach. Most of your troops should go to Belorussia.
Round 3: Attack Moscow with everything that can reach.
What you do in other areas of the map is outside of the scope of your question, but you should be taking steps to slow down the USA/UK Navies.
If this answer is too in-depth for you, I apologize. Please refer to just the “overview” for the shortest possible explanation.
In the first round take 1 artillery + 1 infantry on the transport and amphibious assault libya and move your battleship and destroyer in for offshore support while attacking from Tunisia as well (all ships should be in the Central Mediterranean sea zone). If Britain attacks your battleship, destroyer & transport on their turn with their fighter, destroyer and transport, you have the edge in defense numbers (4, 3, 1 vs. 3, 3 & NA) + the fact that it takes 2 shots to take down a battleship, so in essence its 4 vs. 2 and you should win this battle almost every time. On the 2nd turn, if Britain does not attack, pick up an artillery or infantry from Greece as well as the infantry from Crete for an amphibious assault on Egypt. You will have to use your battleship and destroyer to take out the British destroyer and transport, but again you have the attack numbers advantage (4, 3 vs. 3, 1) as well as the 2-shot battleship, so it is 3 vs. 2. Bring all of your forces from Libya to bear on Egypt along with the aforementioned amphibious assault. In subsequent rounds use your remaining forces to push through the middle east to Russia. This middle-east strategy does not seem very popular on the forum, but moving the German battleship, destroyer and transport to the Atlantic and leaving the British with all of their naval and ground units in tact will allow them to take Germany out of Africa rather quickly and force Germany to leave defensive forces in Greece and Southern Italy that could be used on the Russian front. You can move the German naval units to the Atlantic once the British navy is gone or continue to use them in supporting amphibious attacks on Palestine and Syria (if the British have not already vacated these areas). Taking Britain out of Africa has 3 benefits: it allows Germany to leave places like Greece and Southern Italy completely undefended and to shift those units to bear on Russia, it takes money directly out of the allies pockets and lasts longer than attacking the convoys and it will eventually expose the Russian southern flank and force Russia to shift valuable units to Caucasus for defense. I will admit, it does take time to get through the Middle-East to Russia, but I’ve used this many times and I’ve always gotten to Caucasus without fail.