It's never explained on the show and I don't know about the book; what happened? Russia was a turning point for the war, I guess in this universe they got overtaken by the Nazi's? Hitler didn't make all the stupid mistakes he did in the real version when invading them? What about China? They only show brief glimpses of world maps, but it looks like the Japs invaded them.
shareThe Far East is in the Japanese Empire. Russia as a country (along with Ukraine and most of that Western part of the former USSR) is under the Reich and probably treated very badly. Hitler wanted it for "Living space" for "Aryans."
A minority with the right physical characteristics might be acceptable as Reich subjects. The rest would be enslaved and gradually eliminated or maybe banished to another Neutral Zone in central Asia.
Nazi Germany and Japan being able to take out the Soviet Union is one of the biggest logical jumps in the premise. It really didn't seem likely that they could pull that off.
If they somehow managed to take out Russia before the Europen allies (and the Americans for that matter) got involved, they would have a shot at pulling it off. But if Germany was fighting both to the east and the west, it was doomed.
But if Germany was just fighting Russia and no one else, and Japan joined them in it, then its Russia being squeezed on both sides. Something similar would have to happen with China, then the other allies could be attacked. I know that version of Hitler had the films to show him what went wrong in other realities, but that's still a lot to pull off. Basically have to fight everyone one at a without other powers getting involved.