I'd give the opposite of Gef's advice. The WWII campaign promises to be much simpler to set up, and more support material exists, than the werewolf campaign. You
need the
Basic Set. For historical accuracy, you'll find the
GURPS WWII sub-line useful, but remember it's for third edition. When it's released,
High-Tech will also be extremely valuable. Combat is likely to be deadly, as pointed out, if you fight at close quarters with D&D tactics; I suggest you make sure all your player characters have Luck unless you're planning on a dark atmosphere.
I can't recommend anything for playing werewolves, really;
GURPS Werewolf is a conversion of the White Wolf game to GURPS, and I have a low opinion of the World of Darkness in the first place.
GURPS Shapeshifters might be helpful, but, for a first GURPS game I'd skip it and just go with the
Basic Set. I can point you to
my own take on werewolves from a previous
Cabal game.