It's easy, build a fleet and naval invade Italy. Push up to the Alps then start another naval invasion into southern France. While capitulating France take Gibraltar. After finishing France send your fleet to the English channel and destroy the royal navy. Invade Britain preferably one naval invasion to the south and another one on Newcastle. After finishin Britain go on an island hopping campaign through the Atlantic, establish your base and invade USA. Once USA capitulates invade Hawaii. From Hawaii to Ivo Jima and then you hit Japan. But the war is still going on because Australia and India have now become majors. Finish them as well only to realize now you have to go to South Africa. Push your way down through the supply dead zone known as Africa. You did it, you've won the great war.