I played against the AI. It was set to Normal Difficulty, "low bonus" AI Detect (giving the AI a slight advantage as to fog of war), extra time for the AI to think, and AI Aggressiveness set to Normal. I'm a newb, so I made more than my share of mistakes. I'm including some screenshots of mistakes in the hopes that other newbs will learn.
Here's the situation in the east at game start:

The situation in Kentucky at start:

In Missouri. I've used the "supply" filter for this shot; I came to rely on it more heavily as the game wore on. I've also circled some major objectives: St. Louis in the northeast, the fort on Island 10, guarding the Mississippi; and a couple cities inland.

And the southwest:
