Straightforward - the two objective hexes of Stalingrad must be taken by Turn 8 for a Brilliant Victory, Turn 12 for a Decisive Victory and Turn 124 for Victory. Keep your eye on the prize and don't get distracted.
Soviet Soviet have many supply sources in the North and a railway system The wrinkle in this scenario is that the Stalingrad hexes only supply units in them, they are not sources of supply. So bulk of the Russian army will be out of supply if you can drive to the Volga in the North and South of Stalingrad
Axis Supply is a problem for the Axis in this scenario. They have three supply sources, but none of them are on rail lines. None of the three have the range initially to support an attack on Stalingrad, and supply crawls forward at 1 hex per turn. Your units will frequently be operating beyond supply, retreating to safety after the 2 week point
Don't make the mistake of extending supply on both the South and West points. Pick one or the other and build it every turn.
Make sure that the Russians in the North do not manage to cut the supply line from the West. This will stop your whole army, and the supply corridor is only 2 hexes wide, so don't take risks here
Turn off the units to see the terrain more clearly. The Don and its tributaries are the key to this scenario
With only one close objective, the Axis can win a rush Brilliant Victory here well before the Russian reinforcements arrive. The Germans have superior units and airpower that enable them to force the bridge over the Don and drive to Stalingrad in Turn 2. The only risk is that a very stubborn defence by the NKVD equipped units in the town itself will hold the Germans up for a turn or two, and since they are fighting out of supply they will be forced to retreat back over the Don.
1) The Southern Decoy
We do not have enough strength to force a path to Stalingrad from the South, but attacking here will draw many Soviet units away from the Northern approach. A large chunk of the Russian Army can be kept out of supply and wiped out too.
Try to destroy the Soviets strongest unit on the first turn, the full strength tank corps with attached heavy tanks. Use both air strikes, followed up with the 3 German units that can engage. Once destroyed, you can drive forward 2 hexes to the Karpovka River, cutting off the entire loop of the Russian Army. Pull the panzer division back to the South side of the Aksat River, putting it back in supply and threatening to cut off the Russian southern supply next turn with an extended move to the Volga.
2) The Main Attack
Switch the units off and look at the terrain alone. It will be immediately clear that the best route to Stalingrad lies across the bridge at the bend of the Don, after which all the hexes to Stalingrad are open. Force the bridge, push a spearhead to Stalingrad, cut the Northern supply route, rotate your units back across the Don into supply when they have been out of supply 2 weeks. Batter Stalingrad until it falls - don't get distracted by any side-adventures. Avoid attacking across the Don and into the marshes.
Eliminate the 4 soviet armies that are pocketed. This will be easier if you prevent them retreating by occupying vacated Russian hexes. Then when they get a retreat result, they will be "cornered" and go fully supressed instead. You also want to damage the soviet tanks corps here to prevent them being a nuisance later. Take special care to make sure all your motorized and panzer divisions are in supply at the end of the first turn - they will be racing across the Don bridge in the second turn, and all need to be fighting fit in the third turn to take Stalingrad early.
3) The Northern flank
There is no point in attacking in the North along the Don. Terrain and supply does not work for us, and we will have to pull too many troops from the direct Stalingrad attack to make progress. Ignore the temptation to attack and create a solid defensive line of infantry to secure our key supply line. Watch out for the Italians - they are not really capable of standing up to Russian infantry corps.
Imperial Dane suggests
It's a bit of a tricky thing. But once you get the gist of it, it does get easier.
The North. First off you have to get the most of your armour and other mobile units unentagnled from the mess in the centre, use their attacks, clear out the clump caught inbetween your troops. Then begin pulling out the armour and towards the northern river. The bridge there is a good place to aim for. You want to make a breakthrough there with your armour and motor units, not the Italian ones, you have a different purpose for them. Once you've shattered the northern soviet lines and begin pushing your armour towards the northern flank of stalingrad, you send the Italian motor division towards the rail lines and cut them off there.
The Centre: While events in the north and the south (we'll come to that later) are taking place, you should hopefully see the soviets pulling away troops from to reinforce the northern and souther positions, thus giving you the opportunity to push in the centre, which is quite important since the centre will be the main supply line for the northern push as well. Failure to keep it up in the centre could result in the northern push falling apart. Plus it also helps tie up some soviets from bogging down your northern push.
The South: This one is the least impressive looking, mostly romanians with a few Infantry, a panzer and a schützen unit. But it serves an important purpose. It's going to act as a distraction to your opponent, drawing in forces as you keep threatening with an attack from the south, mind you, don't reinforce the souther supply point, always pull back to supply areas or use a supply drop if needed. Because it's going to be a ruse to draw in valuable armour or infantry away from the northern push which is the important one. But, you're also going to be sending that Motor division towards the southern supply point. Thus, strangling the soviets as you also cut the northern one.
Final effort. With the northern and southern points cut, and the centre giving you your own supplies. The Soviet army should be slowly withering becoming easy targets allowing you to get to stalingrad and handle the defenders there.
In fact, you either have to win an early rush victory, before the bulk of reinforcements arrive, or you have to slog it out in the long haul.
It is very hard to establish a bridgehead in the centre and I actually find that it is easier to push from the South, moving one or two units around from the centre and adding reinforcements to the forces in the south. Still, you can threaten in the centre, but it isn't your main push. Your priority is always to cripple the Soviet tanks, which are really the only things slowing your advance.
The need to keep the German supply routes open in the North and the ever-present worry of the Russians waiting for an opening is quite stressful, but adds a lot to the scenario tension.
Does require a lot of shuffling to keep everyone in supply though; remember that the courage to stay always one turn out of supply will pay dividends