Talk to them
So, at the risk of being obvious, consider talking to them directly about the type of game you want to play and also ask what type of game they want to play.
You don't have to tell them how you feel they should play, and probably shouldn't. But you absolutely can and should say things like, "I like to present challenges with multiple solutions, and some solutions may not involve combat. Do you guys like that type of game?" Or "I like to have combat scenes that are best won with preparation by finding out the weaknesses of the enemy and getting weapons and spells tailored to that. Do you like that?"
In game signalling
I understand the desire to not scale your world to your players. In some games I have scaled deliberately and in others I haven't, depending on my group and the type of game.
But especially when not scaling, you can signal, sometimes really blatantly (or subtly, depending on your group and how experienced they are). The map might say right on the "Dragon's Teeth Mountains" "There be many red dragons here." But it might also have a major commerce road with a warning of "some goblin attacks" which is quite appropriate for levels 1 and 2.
You can also have people looking to hire the adventurers, that signal really blatantly the level of threat to be faced. You might leave it to the party to know whether they should take the contract to escort some merchants through Orc country or the contract to rid a region of a vampire lord. They get the choice, but they also get clear signalling that one contract can be approached in a level appropriate "stick pointy things in enemy" type of way and the other contract will require a lot of finesse to face the vampire on the most favorable terms possible or should be deferred to later levels.
You can also have NPCs give hints. If done appropriately, these would be the types of things the NPC would say naturally.
For instance, the governor may be putting a bounty on a tribe of orcs that has come back to the territory. But he might have know the group of adventurers that drove those orcs off in his younger days. Those adventurers might well be retired, but available for discussion. If your players bother those adventurers might be able to tell them that tribe's normal tactics. If questioned further they might well point out that the tribe was well settled and would only move with good reason. If they investigate and find out about that reason they might be able to get the Orcs to move away without any fighting. If they want to fight they now know more about the tactics to expect.
You could have NPCs mention how they had success by doing things like shooting a chandelier so it falls on a mighty opponent's head, or destroying a support beam to bring down a whole roof. If you aren't careful this could be a bit forced, but you can work it in naturally if you do it right and even if you don't it can help get them started on that sort of thing after which you can phase it out.
This one can definitely be forced but it can also be really helpfully for new players. In the military there is a tradition of doing an "After Action Review". You review what was done to look for things that went really well and things that could have been done better. This is done for both live action and for training events. When it is done for training the trainers and those playing the enemy often participate in the review to help everyone learn to do things better.
If the players are willing, you can apply this to role playing and especially to strategic roleplaying. If you want to maintain "GM secrecy" you can just let the players do it with you staying silent or saying nothing. They will still come up with new ideas and ways to improve for next time. If you are willing to (partially) put that aside you can flat out say at that point "You know, you could have made the chandelier fall on his head. You certainly didn't have to, but the option was there..."