"What does Yankee and Rebel means in here?"
Yankees are Northerners, who fought for the Union during the American Civil War; and Rebels are Southerners, who fought for the Confederacy. "Yankee" is still occasionally used in a tongue-in-cheek sense to talk about people from the northern United States. Also, people outside of the United States sometimes refer to Americans as "Yanks" or "Yankees."
"What is won victory after victory and what is breakaway Confederacy"
"Won victory after victory - but on his own soil in Virginia" - it means that Robert E. Lee won many battles in his home state of Virginia, but in order to persuade France and England to support the Confederacy, he needed a victory outside of Virginia.
"Breakaway" - made up of two words, "break" and "away" - during the Civil War, the Confederate states "broke away", i.e. separated, from the rest of the country.
"What does worn and depression mean in here??"
"worn a depression" - it means that the pigs' hooves made marks in the ground.