This seems like a good scenario to learn the game and Ageod engine.
I've restarted a few times as I really want to do well. I move my forces south, taking the northern most objectives easily. I build supply depots in most of them, but can't in Prag (?). I leave a brigade in each objective city (too much? too little?). Then I move south and am able to capture most of the remaining objectives before winter. (There appears to be an objective to the northwest that is locked until later in the scenario).
So by mid game I've captured most of the objectives, but then the trouble begins. A scorched earth policy in the southwest and then winter saps most of my supply and I quickly get crushed by a counter attack.
Am I moving too far south too quickly? Should I wait out winter in the north?
My supply lines look okay. How come my units are weakening so quickly?
What new units should I be building? I ten to build militia and supply units without much strategy but I dont' know if they are really doing anything.