I'm really just lost with the sentence structure(mainly particles)
and the meaning of those sentences are horribly distorted because of that.
この娘を先頭にして突っこむザコにはかまうな.
kono = this, musume = girl, sentou = first(to go first/lead etc.), tsukkomu(dictionary says - to go into deeply), zako = small fry, kamau = to be concerned with(says the dictionary).
and what I get out of this is.... Something about being concerned with small fries going deeply into this girl. See my problem yet?
I don't think it is a very good idea for beginners to use phrases and sentences from games... It is good to make your target or some kind of reward to motivate yourself, but I also recommend to get some text book until you get the basics. ;-)
Also you should understand that very often a word from one language does not mean exactly the same thing in another language, there tend to more more than one meaning when you look up the dictionaries.
And there are many different words which are pronounced in the same way - you can tell the difference from kanji.
Without understanding the basic particles, I assume it is very difficult to understand a complicated sentences like the above.
ザコ(雑魚) indeed means small fish, but this word is commonly used in figurative way, which means "nobody".
かまう(構う) can mean "to concern" - you can say かまわない when you want to say "it does not matter".
However, in this context かまう means to pay attention.
ざこにはかまうな here means "don't bother with nobodies" (just target at the boss/big one!)
つっこむ could mean "go deeply" or "put deeply" but in this sentence it means more like "storm/burst/plunge" into something, maybe the building where the enemies are hiding?
Advice such as "learn basics first" might sound rather boring, I know, but you can learn basics so that you can understand the phrases from games in the near future...
