I'm not sure if this was just a glitch but I just tried playing a game and I couldn't figure it out. After I put 2 cards down I couldn't do anything except discard until I ran out of cards and had to quit. 

I read through the datatape you're given the first time you play it and I'm just as confused as you.

I've been winning now, up to 10 in a row...and about 2600+ caps won from it, which is nice.  I still don't fully understand it, but this guide definitely helped a bit. 
 
Hopefully, once I completely understand it, I can make a guide here on the website for people to use, complete with videos. 
 
If not me, then hopefully someone else.

That guide helped me out a lot.  Thanks for posting it. 

It was glitched for me and I was able to play properly after I reloaded the game. I thought I had figured it out then I got in a situation where I had 3 26s and my opponent had a 25,18,26. I thought I was supposed to win but I just kept discarding. I had less cards so I thought I was screwed but somehow discarding the pile that matched with their 26 made me win. Seems like a real easy way to make a ton of caps though.

Came to this thread hoping for some clarity on this weird-ass game, but alas..
 
I read through that site and the guides (in-game and booklet) as well, but the game still doesn't make sense. For instance, the guide says that the game is over once all three of your caravans are "sold" (between 21 and 26), yet I've had plenty of games where my opponent wins with only two winning caravan. Once I had three 26s and couldn't trigger a win until I knocked all three of my opponent caravans down under 20. Another time I lost when *I* played a card, not my opponent, which brought my third caravan into the sold zone. And it wasn't like the other guy had winning numbers either, I think he had one caravan at 20 and the other two were under 15.
 
I've only played with the guy holed up in the first town (where the game is introduced), so maybe he was just glitched. In any case, this game still doesn't make a god damn bit of sense to me.

Im not sure what to do in the beginning (when you choose), but the basic rule is to build highest cards without going over 26 (I think). When you choose cards on the three decks, you can choose to go down or up in the stock. Let say you put a 10 there at first, then the best bet is to go down to like 9,8,7 etc. When doing so you build up these points (You may see these over the deck). And here you need to not go over 26 (I think). The person with the highest score overall (On all the decks) wins. I know there much more to this game, but it's... ahm, a challenge. Hope this make sense what i'm writing here :p