Basic Soldier strategy
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The Soldier is a tough, generalist offensive class suited to offence and defence. He possesses the second-highest health pool in the game and has a powerful and versatile arsenal of weapons, making him very adaptable. He can fit into nearly any situation, from fighting groups of enemies to single targets to capturing or defending objectives. His Rocket Launcher can take on multiple enemies simultaneously, while his Shotgun is a reliable backup weapon. Despite being a straightforward class to play, there are many advanced techniques a skilled Soldier can use. For instance, although the Soldier is slow on foot, he can rocket jump to cover large distances quickly and reach high places. He is a good choice for anyone ranging from new players to learn the fundamentals to experts who can zoom across the entire map. His main weaknesses are his slow walk speed, and long reload time with the Rocket Launcher and his main damage output can be denied with a well-timed Airblast. His primary weapons take some time to reload, and his Shotgun has the same issue. Additionally, his walk speed means he'll be an easy target to chase down, especially without access to rocket jumping. But there is a reason he is one of (if not) the most popular classes to play, with his health, damage output potential, and rocket-jumping ability, there is almost no situation where having a Soldier is not useful.
Primary Weapons
The Rocket Launcher fires slow-moving rockets that deal heavy damage in a wide area. Damage is most concentrated in the center of the blast. The Rocket Launcher only holds four rockets, so landing each is crucial. Because rockets are projectiles it is necessary to predict where they are going and lead your shots when fighting enemies at range. When fighting enemies at range with projectiles, shoot where you think the enemy is going, not where they are. Rockets suffer from damage fall-off so shooting far-off targets is generally not useful. Additionally, rockets deal self-damage at close range so keep some distance between your targets. Aiming at enemy feet is easier than direct hits and ensures splash damage, so it is advised to do that. If you run out of rockets, you can use your Shotgun to finish enemies off as reloading is slow. Rocket Jumping is also possible by shooting your feet and jumping, giving you a brief mobility boost at the cost of some health.
The R.P.G. is essentially a slower, stronger Rocket Launcher that trades 4 rockets for a single, stronger rocket that obeys gravity. Compared to the Rocket Launcher it can only shoot one rocket per reload so making it count is even more crucial. This one rocket is slower than a normal rocket, but also has a larger splash radius and deals more damage, enough to instantly gib any class with 125 health or less. These rockets are also affected by gravity and allow you to hit targets over walls, but also requiring you to aim higher than usual to compensate. These rockets also increase explosive push force and self-damage, allowing for faster and higher rocket jumps. The R.P.G. rockets do not have damage falloff, allowing incredible damage output if you can hit the shot. This launcher's playstyle is very different from the other launchers this weapon will give you more power but less sustain with the extra reloading. This launcher's arc also means you will have to predict where the rocket will fall, but combined with no damage falloff on a direct hit for deadly attacks from unexpected angles. The increased self-damage is nicely offset by equipping the Gunboats, making for a very effective Rocket Jumping combo.
Secondaries
The Shotgun is a backup weapon that is effective from close to mid-range. For the Soldier the Shotgun provides an option to finish off enemies weakened with the Rocket Launcher and something that doesn't deal self damage at close range. This weapon fires in bursts and reloads one at a time. It has 6 shots but takes some time to reload, like the Rocket Launcher. Both can be used in tandem to confuse Pyros and increase damage output. This works by firing once with the Rocket Launcher, switching to the Shotgun, firing and switching back. It has a decently sized ammo reserve so you generally will not need to worry about running out of ammo.
The Gunboats are a passive secondary that reduce rocket self-damage by 60%, multiplied with the soldier's innate 40% resistance to his own rockets for an effective reduction of 76%, granting you the ability to bail safely via rocket jumping even at low health. However, if your explosion damages an enemy player (excluding enemy buildings), the Gunboats' damage reduction is ignored and the user takes the usual self-damage, so be careful of explosive jumping around enemies. The Gunboats make the Soldier much more mobile by allowing for more and less detrimental rocket jumps in exchange for some offensive capability in the form of the Shotgun.
Melee Weapons
The Shovel is the stock melee for Soldier that swings at a normal speed and generally deals less damage than your other weapons. The Shovel is typically used as a last resort option when reloading a primary or secondary weapon isn't possible. Other than that it is usually inferior to any other option.
The Admiralty Anchor has the same stats as the shovel, but with a special bonus in the form of the earthquake. After rocket jumping, landing creates a damage-dealing shockwave, dealing more damage the closer the enemy is, and the faster you're falling. This is aided by the anchor increasing your falling speed 30% faster while holding the anchor. However, all projectiles will deal critical damage to you while airborne, so it is advised to airstrafe to make yourself harder to hit, or attempt to jump on people without them noticing. The rocket jumping emphasis that this weapon introduces makes it highly recommended for it to be used in tandem with the Gunboats, and possibly the R.P.G. for the extra rocket jump height.