Tinkering with the examples is a good way to get to grips with DBPro I think, but for self-taught folk like most of us, necessity is the key to learning. Set yourself a clear goal, and then make a tech demo showing it off. It's quite alright to have messy, unmanaged code at this stage, just get stuck in. It's a good time to learn some modelling too if you haven't already - being able to make your own media is fairly vital, although you might get some useful media - TGC seems to have a fondness for WWII media. You should take note of the major components, like getting a map on the screen, moving around it, placing objects for units etc etc. Then once you are happy, rewrite it as organised and neat as you can, learn to use TYPES, and comment your code - it makes all the difference when you tackle a big project.
DBPro has everything you could need for a game like that, and it's not difficult at all once you get used to it.
Health, Ammo, and bacon and eggs!
