- Defend the convoy
In the first mission of the Soviet campaign, you will need to hold a defense line set along a road - a convoy of trucks will be transporting supplies through that road. Defending the road from ground troops won't be difficult; destroying the planes might be more challenging. You should go for the infantry or armor doctrine.
Most defense positions will be set in small nests - the enemy will approach from the frozen river. Such configuration will let you quickly neutralize approaching infantry and vehicles. Avoid advancing onto the ice - you may send one soldier as an advanced scout. Allied recon airplanes will provide more vision from time to time. The last wave oftentimes approaches when the plane is leaving. Defending (1) is not hard, just set up your troops around the cannon. After repelling a couple of waves of infantry, you'll have to move to the middle nest (2). You definately should capture the heavy machine gun and set up your troops. You will also get two anti-air guns, but leave them near the first nest (1). The enemy won't be interested in that position.
Attacking the middle nest (2), the enemy will be using infantry and armored vehicles that will bring AT cannons. They will often attack near the end of a wave, when you no longer have vision from airplanes. However, you only need to break the ice under the cannons to get rid of them - order your armor and other heavy weapons to shot the enemy's last known position until you see the ice break there. In the meantime, two fighters will fly over the first nest (1). If you have the AA cannons there, order them to engage the planes before they reach the second road. The planes will always begin their run by bombing the farther road.
Now, you will be ordered to move to the last nest, up north (3). Man both cannons and set up some soldiers before the defensive positions, but try to keep them on land. An airplane will now approach. Later, you will need to move towards two AT cannons (4). The attacks will become fiercer - the enemies will start approaching by the land, from the top of the map. Watch out for the heavy bomber (5), which will target the area of the two AT guns and will approach from around the center of the map. Another fighter will arrive along with it. Send all your AAs to meet them. Even if the planes will destroy some trucks, you should be able to win the mission - as long as you manage to defend the road.