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1. How do I tell if I need to build trains?
There's an icon with a crate at the very top of the screen that tells you how good your supply fulfillment is, and if you hover over it it'll tell you if you need more trains or not. I'd recommend putting a factory or two on trains anyways, it just makes it easier later.
2. What does infrastructure do numbers wise?
Gives you a significant construction boost per level (10%-20% iirc) and gives you more resources (can't remember exact numbers but it's useful)
I can't help you with the third one as even I don't know how Paradox counts whether a battle is winning or not.
best way to learn the game is just play it, most of it is situational and experienced based values
like your trains... the amount of trains you need depends on how big your empire is, how much troops and what kind of troops you need to supply, so it depends and will vary from game to game
Channel has some quite insightful guides, 80 odd of them! https://www.youtube.com/watch?v=8x-sa6ZIZdo&list=PL1OrS-q7GAOuLtcS7Xb5B6XwRUqFFSuNp
As said - numbers of trains 9and basically numbers of anything) is something you get by experience. It is aklso good to note you demand will rather increase in time same as goiod chances you will lose them during the war - as rule of thumb put 1 factory on trains early (I often make armored trains research as one of first and start produce those right after) - increase to 2-3 in in time for larger/major countries.
If you hover over supply icon at top of the screen you see your actual demand for trains and trucks.
You can find details about infrastructure effects on wiki https://hoi4.paradoxwikis.com/Construction
And aas combat - if you click on ongoing combat details and hover over various details there like values (sword and shields - attack and defense) you see all mopdifiers like bonus and penalties applied and overall if you study it all, ti should give you answer "why" they are winning or losing.