A&A 1941 is a 2 to 5 player game… no matter how many players you have, there are always two teams/sides… Axis… and Allies (hence the name)…
The game is won when one team or the other reaches its victory conditions… like taking the enemy team’s capitals (say the Allies win if they take Berlin and Tokyo).
By the rules of the game, its team vs team… there is no backstabbing your allies by the rules. Of course in your own home you can modify the standard rules all you want if everyone at the table agrees, but since you’re asking a straight up question on an A&A forum… no… it’s not a free for all, there is no double-dealing across team lines… either the Allies win or the Axis wins. Victory conditions are stated in the rules, but by the rules, there is no backstabbing or “free for all”.