You have control over the production screen. Train fewer divisions. Note the "infinity" button and the arrows, which let you set a maximum number of divisions that will be built by that particular entry in the list.
I played one game as France, and managed it fairly successfully. They do have some disadvantages you need to work on with the National Focus tree.
Use the Construction tab to tell your civilian factories to build a naval base in the area -- on top of the existing level 3 one. It's the blue anchor button. When you click it, it should change the map to show you all the bases in highlighted provinces with a number like "3/10", indicating that that province has a level 3 base and the max is ten. Click on the province as many times as you want additional levels, or click once and adjust the arrows in the entry in the construction queue.
The port is important. Also, you can build up infrastructure. You can also reduce supply consumption by adding logistics companies to your division templates, as well as not using the types of units that consume a lot of supplies (like armor, mech, and tons of artillery).
The "supply mode" button in the lower right corner will show you more details about supplies. Hover, and the tooltips will list out some details on where the supplies in a province come from (so much from infrastructure, so much from VP areas, etc).
