Patience is required to play the game
I chose the Roman princess who began with one tiny village (Curis) and 20000 gold, recruited some troops, brought an weapon and some armors occupied a one-star city in Germany, and went back to my base with three soldiers. Then I delievered some packages and got paid, recruited more troops, occupied another one-star city, and went back with four soldiers. After that, I got paid more money by delievering more packages within the Roman territory, recruited more troops and captured a two-star city, and went back myself.
I will probably win if I play the game for weeks. But if you are a Roman Princess, then all the Roman cities should be under your control to begin with, no?