Well, there are many ways to win...
One way is to spam cities. If you produce and research the most, the AI won't dare attack you. Also, be sure to trade as much as possible with your opponents.
Another way to win is to build a Stack of Doom and crush everything in it's path. If you like to explore and do quests, turn off 'magic victory' and take the trait Wanderlust.
More specific tips:
- Create a custom Sovereign with a custom faction. Picking only strong traits makes the game much easier. Top faction traits: Enchanters, Master Scouts.
- don't be afraid to use ctr-N. The best tiles have 9 yields in total in grain/material/essence. Starting (directly!) next to a forest or river also provides bonuses. Last but not least, some resources nearby (shards, ore, horses) is always a plus. Just use Ctr-N if you start in a swamp or desert. I won't judge you 
- I'd suggest researching the first 3-5 techs of Civilization first. After that, some Magic, Warfare and more Civ. Imo, it's more useful to research many of the 'cheap' techs than beeline towards endgame techs, unless you know what you are doing. Obviously, if you have certain resources, you'll want the techs to develop them.
For more information on the game, check out the Wiki: http://elementalgames.org/
