Try the walkthrough:
http://www.shrapnelgames.com/cgi-bin...;f=74;t=000891
After that, a few games as a fairly simple nation (most people recommend Ulm or Man) against some easy AI opponents to get a feel for things. Everyone learns differently, so try a bunch of things and see what works best for you. Additionally, try the search link in the upper-right...searches for "newbie" or "new" will likely have some good tips.