>>714198718 (OP)
I also struggled, did the tutorial again and again, now I don't even understand what was going wrong for me. I kept running out of supply, but even without changing the motorization, it doesn't happen to me anymore.
Sail all of your divisions to Africa. You want to split your force in two, one half attacking the north and one attacking the south. Both should have generals, both should be under a field marshall. Set your planes - and I mean all of them, from Italy too - to the northern Ethiopia, give them air missions. Make sure that planes don't overcrowd the airfield.
Make sure you don't run out of supply. Switch to the supply map mode, change the motorization levels until Ethiopia is blue.
This is probably the important part. After you set the offensive line, hover your mouse over your divisions. It will show the division's progress to full planning. Only hit "execute" button when the planning is maxed out. Set the generals to perform the plan aggressively.
After the troops capture the first city marked with a star, look for other starred cities. Capturing them is how you win wars. Direct your troops manually if you need it. Likewise, direct your troops manually if you think you can encircle.
Your generals have special abilities (field marshall only has one). Use them to attack better.
You do NOT need to build anything in Ethiopia (that is not built through the early national idea). You do not need to build any additional divisions. The war is easily won with what you have at the start.