There is a scroll to the lower right of the screen at the beginning of a new campaign that lays out an historical outline for that period, so perhaps that's what the manual is referring to by "national objectives."
I may be spoiled by EU2, which gave the player well-defined, optional missions in a separate menu.
Hi, I have not bought the game but are considering to do so. Does your discussion imply that every nation has their own victory conditions. I prefer a game with a defined goal over an open game.