For much of the song Marty Friedman plays the same riffs as Dave Mustaine on Rhythm. He does do little harmonies at certain points, but the main difference is the solo about halfway through the song.
Learn Dave's guitar part first, because the little differences here will come much easier for you if you can already play that. Plus, the solo is not going to be easy. Marty Friedman is a very talented and fast guitarist. As such, the solo is a definite 5 for difficulty. Even seasoned guitarists will have a hard time getting it down.
First let's look at the main points of divergence from Dave's guitar. The first is here (play through to here). Marty follows Dave for the first 2 hammer on / pull offs during this riff, then does higher hammer on / pull offs as the riff continues. They aren't too difficult to do, but you need to switch finger positions fast. Do the same thing each time this riff crops up.
The next divergence is during the second chorus, before the solo - beginning here. The two guitars play some of the same notes, but Marty does some harmonising and plays some parts differently to Dave, although the timing is the same. Use the Normal speed audio (under Tools) to hear both parts together.
We've slowed the tempo down further for the solo. It starts easy enough, some slides, vibrato and bends (Marty loves bending from 'off' notes - he's excellent at it). Shortly after those bends it isn't long before things go mental. He starts by playing a step pattern: repeat the first 3 notes twice, then the next 3 notes twice, slide the last note up and then do another couple of repeating step patterns up the neck.
Now, he probably uses his 3rd finger for slides like this, and in a few other places. We show it as 4th finger where there's a major finger stretch (which anyone can do). But be aware that the 4th finger is used sparingly by players like Marty - especially beyond the 12th fret. Most of the fast stuff will be done by 1st, 2nd and 3rd fingers.
If you find that you have the length in your fingers to use your 3rd finger instead of your 4th, then by all means use it instead. For example, here. Either way is fine, but many players find that the 3rd finger is a little better to use because it is stronger. Don't worry if you can't use your 3rd finger that way - I can't either, 4th does just fine too! And there's still places where your best option is the 4th - such as here and here. Even on guitars with shorter fret spacings than a superstrat, that'll be tricky to do with the 3rd finger!
Break the solo into short segments and work at getting each segment fast - then start sewing them together. That's the fastest way to practice and learn it. For example, just work through the 2 step patterns mentioned earlier. Start here and end here. Get it fast, then do the next segment, and so on. And don't worry if you can't do it yet - this kind of playing really takes practice and patience!