Right well, let me start by saying it's best if you change the AI settings (Before you start a game, go to options) to easy difficulty and weakling aggressiveness.
Next, it's best to start as a country with a high IC (Industrial capacity), like Germany or the USA.

1. When those tanks have been completed, they will be automatically upgraded to the new ones, if you have enough IC donated to the "Upgrades" slider.
2. when your supply levels reach 0, you will most likely loose your battles, Troops can only fight when they have supplies. Thus, it is a good offensive manoeuvre to encircle enemy divisions, wait for their supplies to run down and they will be easy to destroy. If you pin them down to the sea, you need some naval units to attack the resupply convoys.
If you find yourself unable to produce enough supplies, then you need to trade with other nations, but it's not free, you need something to trade for, and a friendly nation to trade with.
3. I personally never deploy units to other units. I always deploy them to provinces, and you can only deploy them to your national provinces. as Japan, you will need to transport them to wherever.
Before I go on any further, I must ask, do you have Hearts of Iron 1 or 2? I have 2, so my help will not be as useful if you have 1.

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