Now I am trying to play the Soviets. Is there some secret to how the Russians get so many guys to the Lenigrad sector in like 4-6 turns.
Rail.
Look at your reinforcement window, and check when certain units will unfreeze.
I can only create one unit per turn at a cost of 40AP's.
Don't create rifle divisions at this stage of the game. You'll have lots and lots of units coming automatically from fresh divisions being raised. Planning how and where to allocate them is the game for the Soviets in '41. The army you start the game with on turn 1 is going to be destroyed in the first few weeks. After that you're going to building the Red Army almost from scratch.
Read and reread the reinforcement schedule. Learn when the new Fronts come online, when HQs arrive. You're going to want to spread your HQs at least 5 per Front. What you don't want to do is re-allocate Army HQs between Fronts because that is expensive. Assign the Army HQs reporting to Stavka and your reinforcements to reach this 5 HQ/Front spread.
The rifle divisions you lose to encirclements before November will eventually be added to the reinforcement schedule and return at no AP cost (as empty shells that need replacements to reach full strength). After November '41 you'll have to pay to replace divisions (with newly raised ones), but the costs will go down over time.
In '41 you'll want to spend your AP on re-assigning units to HQs, creating SUs for your HQs, changing leaders, and probably at least 1 fortified zone to protect the 'back door' into Leningrad at the port to the northeast of the city.
With the new Fronts that activate you'll receive an extra 125 AP those turns. Plan ahead so you have APs saved up for your cavalry corps conversions in December too.
The computer creates them like mad and even places them fairly far from a rail line turn after turn. How does one do that?
As I understand it the AI is not AP constrained in creating on map units, and it will do so in order to continually rebuild lines and offer a decent fight.