Hold select start new game or continue game holding the select button up until the map comes up. Now you play as the axis (Green) and the computer as the good guys (Blue).
Here's an easier way of playing a 2 player (note: wii version only). You need:
Decide who gets which controler player 1 as each time the turns are swapped the 2 players don't have to swapped controlers as the button's on both controlers are active for the game you need not for passing the controller at the end of each turn .