If I set the tickets to 250 I can win pretty easily on any difficulty. If the tickets are above that level, the Germans start cranking out tanks which tear me to pieces. I'm not a beginner when it comes to RTS games, but CoH I have not played a lot of.
Here's what I do:
I take my first freebie engineer and start taking territory in the direction of the nearest victory point (to start creating some resources). Meanwhile, I create a second engineer.
Once new engineer is done, I create a barracks. I move my original engineer to capture the next point, or I'll go straight for a victory point.
Once the barracks is up, I create riflemen to take a victory point, or to defend the one I have. If I have some fuel I might put up a machine gun nest to defend an important location.
I'll also get a Jeep or two out there as quick response or support vehicles.
In the early game, one group of riflemen is usually enough to hold a victory point for some time. If you're being overwhelmed, retreat and replace the defense.
Again, I'm no expert, but in CoH you must play very aggressively while keeping the victory points under your control.