For example, what was their plan for the global power structure of they won? Did they ever fight together in the same battle?
You might be interested in some threads from the FAQ section on the "Axis alliance and post-war plans":
Italians and Germans fought in joint operations many times throughout ww2. In essentially every engagement in North Africa involving German forces, Italians were also deployed, most notably the 2nd Battle of Tobruk and El Alamein. Although its important to note that not every Italian engagement with the Allies involved Germans in support. There were many more Italians in Africa than Germans.
In Greece, Russia, the Mediterranean, and Italy, Germans and Italians often fought in joint operations together.
Russia is kind of an exception, however, because though the Italians were holding their own section of the Don, once Stalingrad became encircled, all Axis forces gathered for an attempted retrograde. So to put this into perspective, the battle of Nikolajewka was the final battle of breaking the encirclement, and it was conducted with Italian soldiers of the Tridentina Alpini division, supported by remaining German tanks
I believe the only time German and Japanese troops operated in the same battle was at a submarine base in Madagascar. I saw it in a documentary but don't recall the name, but confirmed it here: http://www.combinedfleet.com/Madagascar.htm