I recommend this game, but only if you have played any of it's predecessors. Why? Because this one is even harder due to improved AI, time limits and fewer shortkeys which is not very beginner friendly but also because it is simply not as good as Commandos 2. The developers removed a lot of features that made Commandos 2 great, such as being able to seach furniture for useful items, bonus levels, difficulty settings and many more smaller things. Sure there were improvements too, like a fully 3D engine and a bigger variety of level designs but this was not enough to make the game stand out from it's predecessors.
In short: It's very challenging for Commandos veterans and other strategy gamers but near impossible for beginners who are better off starting with Commandos 2 to get used to the gameplay.
Looking at the negative reviews of this game reveals that Commandos 3 might not work for your computer for unknown reasons. If you want to make sure you can play the game without any issues you'd better buy it at GOG. http://www.gog.com/game/commandos_2_3