-To play the game on a different scenario, choose Quick Play from the main menu and use the "Scenario" drop down to change the scenario. Continue from that point setting up the game as usual.
-To play by yourself, against the AI, you can choose either Quick Play or Campaign Play from the main menu. Technically, you could also choose Multiplayer from the main menu, create a match, and then check the box that says "Use AI Opponent".
Another useful tip is to check out the Tutorial section from the main menu.
If you need more specific help, try asking more specific questions (and dropping the swearing). 
