"How to learn this monster?"
My answer to this is: gradually. Don't try to play/learn everything at once. Learn one thing (and ignore everything else) and move to the next step once it's clear.
1) Start a Barbarossa scenario with only basic rules (no optionals)
2) Read about land movement and supply, and play a couple of impulses only moving units. You will learn about movement costs, supply (if you get too far away from the HQ), turns vs impulses... basic stuff. It's hard to get lost here.
3) If weather hits, read about weather and how it affects movement/supply
4) Read about combat and do your first attacks. Ignore airplanes for now. You will learn about ratios, what the different results in the combat tables mean, how terrain affects combat, initiative...
5) Probably it would be the end of the turn by now. Ignore everything (hit OK a few times) and continue to the next turn
6) Read about airplanes, Ground Support and Ground Strike. Do a few land combats with airplanes (ignore air combat for now) and land rebase.
7) Read about air combat and do some air combats
...
and continue little by little. Every step is, actually,
pretty easy to understand. Think that WiF is a boardgame, so all the rules, tables and die rolls are visible for the player. You can always check why things happened (unlike other wargames were you loose a 4:1 combat and have no clue why). The difficulty is the scale and the fact that there are hundreds of rules, but each of them are (generally) easy to understand.
And ask questions, of course
As someone else said, to me WiF is the best strategic WWII wargame ever. Is the computer version perfect at the moment? No. It's still the best and easiest way to learn and start playing World in Flames. Even paying full price when it was launched, it would have been the best wargame investment of my life (taking into consideration the hours of play). I have many 20€ games that (comparing the hours of play) are much more expensive.
I hope it helps.