A campaign starting in Africa would make sense, you would start there and gradually work your way up toward Austria by the end of the war, also as Dr. Zombie mentioned, this campaign will be deadlier than most, as most rifles/MGs do 7d6 against 10-15 HP, so if you do get hit it won't go over very well, however there is the 1/2 damage distance.
As far as the fighting goes it wasn't TOO terrible bad in Italy, although there was some pretty nasty urban warfare in some of the places, but there weren't many (if any, hey, I rhyme!!!) instances of assaulting a fortified beach. So that should work as a relatively safe location for the war, all the fronts saw some heavy fighting, but some were worse than others, the battle of Hurtgen Forest was pretty bad, some units suffered 125% casualties during that one, all in the forest that was so thick you couldn't stand up straight and you could barely see 10 feet in front of you, all while the Germans are blowing 88 shells in the trees above you to drop shrapnel and splinters down at high velocities, while no vehicles can go anywhere because of all the mud that was there, in any case, it would not be a safe place for the PCs to be.