I won't sugarcoat it: HoI isn't for everyone. It has a sheer wall for a learning curve, and you have to be aware of some rudimentary real-world (WW2-era) strategies to be most effective in the game - you won't be able to simply build a stack-of-doom and zerg your enemies. But what a game it is, once you learn the ropes: nearly every nation on Earth is playable, almost every square mile is part of the battleground, and the last campaign I played (as the USA) took me 3 months to complete, ending with a Cold War against the soviets...
The way I learned to play was just to dive right into the full game with a step-by-step guide, following the instructions blindly until I learned what the results would be. The manual that comes with the game is also uncommonly informative, written by a rather knowledgeable member of the player community and officially sanctioned by the devs. There's also some Let's Plays you could follow on Youtube, and hundreds of AARs on the official Paradox forums, chronicling the many strategies to victory employed by various players. (I'm not sure, however, if any have been made for the demo specifically.)
It's not an obvious game at first, and downright overwhelming with options, but the basics turn out to be relatively simple (though some of the advanced features may have you trawling the forums for advice.)