The Center of pressure is that point at which the resultant of the distributed load effectively acts on the body. The moment is zero at this point. Basically, as alpha increases, the center of pressure shifts forward. We usually don't relate this quantity to the C.G. though. We use the Aerodynamic center instead. The Aerodynamic center is a point on the chord line where the wing pitching moment is a constant wrt alpha. We also must use this point as the location for our resultant force vector caused by the pressure distribution.
Therefore, you can see the wing has a 'built in' pitching moment, based upon it's actual 'design'. I.e.-This moment is determined by the airfoil used, the wing planform, etc. Therefore, for the wing, as alpha increases, it is the lift value which will increase, while the wings pitching moment will remain constant at the aerodynamic center, at least until you reach the stall. Of course, the aerodynamic center will shift as you use high lift devices (Leading edge slats generally won't effect it much unless used in conjuction with flaps, as slats, in and of themselves, generally don't effect the chord line much.)
Now, with regard to how this relates to the C.G., I will assume you are speaking of a World War Two aircraft which is naturally stable (i.e.- the C.G. is ahead of the A.C.). You can look at it as a 'teeter-totter' which you have to balance. Imagine we have an aircraft with it's nose pointed to the left. As we move right, we will first encounter the c.g. as we move a little further right, we encounter the A.C. Since an aircraft rotates around it's c.g., you can imagine that if we have some airspeed, the lift force will make the aircraft want to rotate CCW (Nose down) To counter act this, we place a small upside down wing on a lever out the back (The horizontal tail).
Generally, there are many conditions which the tail must be sized for.
But basically, the relationship between the Center of Pressure and C.G. is related as a function of how the lift varies at the aerodynamic center through changing alpha, wrt to the allowable c.g. range. Does that answer your question?
[ 12-14-2001: Message edited by: Sundog ]