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TWoS has no tutorials, only single missions and Campaign. If you start with the tutorial then you have not installed TWoS, or didn't do it correctly. You need to first update the game to 1.2.0 before installing TWoS. And forget about playing vanilla unless you want the game to make you angry...
After you have installed TWoS...
When you enter the bunker for the FIRST TIME: Don't forget to save the game, leave the bunker immediately and reload the save when starting campaign for the first time, this is very important. If you are not sure about what to do read the TWoS thread carefully, pretty all questions are answered there. This mod is not for computer beginners unfortunately.
After reloading your save, you start the campaign by visiting the BDU officer, accept a mission there (or not accept, it doesn't matter you can also patrol freely if you want), as well as talking to the technician to setup your sub.
Then you set the Game Options and leave the bunker talking again to the BDU officer.
I hope this gets you started, feel free to ask questions here.
Cheers,