On Turn 1, move your Infantry units towards the nearest neutral cities. Select an Infantry unit, move it onto a city, and choose 'Capture'. This will take two turns. Simultaneously, advance your Tanks towards the center of the map, but stay within range of your HQ for resupply if needed. Olaf will likely move his Infantry to capture his own cities and advance his Tanks. Do not engage his Tanks directly with your Infantry unless absolutely necessary.
By Turn 2, your first Infantry unit should be close to capturing a city. Continue moving your second Infantry to another city. Position your Tanks defensively, perhaps behind a forest tile if available, to gain a defensive bonus. On Turn 3, your first city should be captured, providing you with additional funds. Use these funds to build another Infantry unit from your HQ if you have enough, or save up for a Tank. The goal here is to establish an economic advantage early on.