The CSA had one real strategic objective in the Civil War. Its objective was to win independence. There were at least two main ways in which it hoped to do this.
First, the CSA hoped to defend its land. It did not want to allow Union armies to invade Confederate territory. This was actually somewhat counterproductive since allowing the Union to invade could have actually weakened the Union militarily. However, the CSA felt that doing this would hurt them politically so they tried to resist all invasions.
Second, the CSA hoped to keep its army intact. So long as the US could not destroy the Confederate Army, the war could not end.
Third, the CSA hoped to frustrate the North and get it to give up. The South did not need to actually invade and defeat the North. All it had to do was keep fighting long enough to frustrate the North and cause the North to decide that the war was not worth fighting.
Finally, the CSA hoped to get support and recognition from European powers like Great Britain and France. If it got this support, it would have a much easier time of forcing the Union to give up.