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Having fun is what's most important. What makes miniature gaming stand out from other games is that you'll put hours into the setup of a game, with painting, modelling, reading the lore and picking your army. Winning is secondary to building an army that appeals to you. As for actual help with winning posting your army lists in the army list forum and put down a "begginer wants help" in the tactics part might be a good idea. Other then that it's like every game, play, learn, improve.

As for some actual advice....
*Basic knowledge in probability math. 9 fire warriors rapid firing 18 pulse rifle shots kill 2 marines for instance. Most people do the math while playing and calculate how much damadge they'll do. It's easy to catch on to ones you get the hang of it. (Previous example: 18 pulse rifles shot marines. The fire warriors have bs3=4+ to hit. Marines have T4 vs the pulse rifle str 5=3+ to wound. so the math: 4+ to hit=1/2. 18hits/2=9hits. 3+wound=1/3. 9/3=3to wound rolls failed. 3-9=6wounds. 3+save=1/3. 6/3=2saves failed. 6-2=4saves. all of this equals 2 dead marines). Naturally since it's dices this can not be taken as certainties but it's a good frame of reference. In particular it's usefull to know that for two dices 7 is the most likely result, hence"7" is standard charge/scatter lenght.
*good knowledge on infantry and veichle rules, particularily concerning transports. This will help you pick your targets and decide what's the most threatening/highest priority to focus on.
*Chose if you want to focus on killing your opponent or win on objectives. Both are quite viable and you should generally decide on one before/during a game.
*Good grasp on all the rules really. Naturally learning anything is nigh impossible and most players keep their codex and a rulerbook on hand on all gaming occations, but a good grasp on them will help alot. Particularily all types of saving throws (armour, invo, cover, fnp), instant death, and overwatch.
*Plan your deployment and generall game plan. Have an basic idea of how you want to play (what unit goes where? Which units work well in clsoe proximity to one another? which advance and which stay?). You'll probably get a few wins but when that plan inevitably fails, re-think what went wrong and re-do it. Ladder-rinse-repeat.
*Focus on one army at a time to learn it's strenght and weakness. <-This is sort of special because most players start out with one army and use that exclusively for a long time, learning about what's good and bad about it, what it can and can't do. I'd suggest you play a few games with just one of your armies to get a grasp on how it functions. However, if you like swapping armies often then don't let it interfere with the next point, which is the most important one of them all.
*Have fun and be nice. I can't stress this enough. naturally gaming should be fun and if you just want to win then I can't for the life of me understand why you wouldn't play a computer game instead. Miniature gaming is a social activity by nature.