Taking out the Axis in this conquest can be a fun challenge, especially the Japanese. The UK has Rommel and the Afrika Corps to deal with over in North Africa, but you also have support of the French and Egyptians there. The British pretty much lost control of their colony in Asia to the Empire of Japan, which means getting to Asia to save China will be tough. Germany might have control over most of Europe but the western front of Germany is left exposed. However most German forces are located on the eastern front against the Soviet Union, use that to your advantage. The United Kingdom in 1943 are separated in Europe by the Germans. Playing as the British can be both challenging but fun in 1939.

If you drive the Germans out of Europe and the Italians out of North Africa, the rest of the Allies will benefit in Asia against Japan. Your main focus as the UK is the 3rd German Reich in Europe because the capitol of London is your main area of supply. As the United Kingdom, you have access to one of the most powerful generals in the game, which they can be used to harass and then neutralize a threat. The British also have a colony in South East Asia which you can use you harass the Japanese forces that dare to invade that part of the Pacific. The British also have support from Egypt and the French colony in Africa. The British also have a rather large colony in Africa which you can use to make Italy's fight in Africa a tough challenge. The French will be taking in a ton of damage from the Axis Powers so make sure you help them as much as possible.

Since you have a carrier in the Atlantic Ocean, you can use Pound to your advantage and lure the German submarine fleet commanded by Admiral Donetz to the English Channel and neutralize them. They have a aircraft carrier in close proximity to mainland Europe, which, if Germany takes it out will not have a hard time invading the rest of Europe. The British in the 1939 conquest has a pretty impressive and powerful navy at the start. The United Kingdom arguably has the widest reach among the Great Powers, controlling the British Isles along with the British Colonies in Africa, the Middle-East and the Asia-Pacific, and thus has the ability to fight at all the fronts of the war.

How to win world conqueror 4 1939