First, you need to select "Prime Minister Xin", and Opponents to 1.

To start a nuclear war you need resources.Click on them. DO IT FAST!
If you don't have resources, you cannot shoot down capitalist missiles.

1 Missile = 20 resources
1 Shot from Anti-missile system = 10 resources

Press F, and click on enemy city. Then click on L.

Awww ♥♥♥♥, those capitalist pigs shoot missile at you! Press R and click on enemy missile. It would take 10-30 resources to shoot down one missile.
Good Luck!

Now you have resources, you can shoot down enemy missiles and you can destroy every country from your cell phone.
You just need to complete job.
DESTROY THOSE CAPITALIST PIGS!

Congrats, now you officially are Kim Jong Un.