Tech Tree - Learn it.
From then on its pretty simple. Space Marines are your best option if you're new to DoW as they tend to be the best in there for the Campaign. Spam Tacticals and the odd Predator until you can get the Land Raider then stick a squad of TH/SS TDA's in it and romp around the maps wiping everything out. Keep an eye on your Requisition and Power, top left of the screen, you need these to build Units and upgrade them as well as pay for buildings. SP's provide Req and Generators provide Power. The more you have the better.
And, while your stomping around the Maps, make sure to take and build upon EVERY Strategic Point (SP) you come across, otherwise, a cunning enemy will toddle up and build a new base next to it, while you wiping out their first one. I used to lose many multiplayer matches because i forgot to take the SP's along the way, DON'T FORGET! And always get the Relic's (Golden Squares with an SP in the middle) as they give you access to your Race's most powerful units; Land Raiders/Fire Prisms/Baneblade e.t.c
The best way to learn with any of the Race's is to use Skirmish mode. Stick it on easy CPU and try out different things. Make sure you set the options, when selecting your Race, to 'Fixed Position' and 'Player Set Teams'.
Like every other game, your going to want to play it to get the best out of it no matter how much help you get. Just smeg around and see what you can do.
As for Base Building: it can be done in many ways but you will come to learn more efficient orders in which to build it up. Using Space Marines, The most efficient way i have found to do it is as follows:
1st Tier Research
2nd Tier Research
Sacred Artifact (Relic if playing DoW/WA)
3rd Tier Research
Build on SP's as you capture them and have a spare builder unit. Use you Fortress Monastery (The only building you have to start with) to advance the Tiers. Level one is researched after the Armoury is built and level two after the Machine Cult is built. Third is for weapons and Land Raider (Assuming you have a Relic captured.)
In the end, as i have said, its down to you to learn and figure out the most comfortable way for you to play. Practice makes perfect.
And once you have it down, move on to Mods. Firestorm Over Kronus for Dark Crusade is the best one out there.
If your still stuck or want a human player for a talk through or to play against, let me know, i play it every day and may be able to spare a few hours to give you a practical demonstration