1) You don't really need the WaW mod if you have RUb 1.45 already
2) The training mission is just that - training. Yes, complete it in 1939; it's for your own benefit just so that you get a handle on WaW procedures.
3) As far as playing 'other' careers - noone stops you! Many players have 2nd personas in WaW, too, since they like the structure so much.
Personally, I've barely had time to keep up even with my WaW career lately
