After reading all the replies and researching on my own, I've won the game by doing the following: I built some engineers, put them in an APC, transport them to some of the critical enemies buildings, steal them, sell them to reduce their production work, after that, I took my engineers and went to the Megacannon and steal it, then direct it toward the enemy infantries, after that, I beat the worm one time by transporting a Sonic tank to the head and just keep shooting the worm, and I won another time by transporting five Fed-fremen to the worm's head and just keep shooting it until it dies. As you shoot, you can actually see its health status by hovering your cursor over the worm's head. Once it reaches RED status, it's VICTORY! It's easy once you figure out what can get you there.