To switch between theaters use the arrows on the map in the lower left hand corner of the user interface. Most factions will begin controlling at least some territory in Europe.
These theaters are Europe, the Americas, and India. Further this map is divided into three main combat theaters. Most land units are recruited in region capitals while a couple types of gentlemen are recruited from the villages in the surrounding countryside. Region capitals are where most political and military buildings are located.
This map is divided into regions which are controlled by conquering large cities known as region capitals which are surrounded by an area containing a number of smaller villages, forts, and economic buildings. The strategic map is where you make decisions about the infrastructure and recruitment in your army.