At some point, possibly more then once, you'll have to defend your province from invading tribes that don't really want you there. You also have to connect all the little villages in the province with roads and make some industry, like stone mining, grapes, etc. for which you can then create markets in your city.
When you have achieved the necessary requirements, you'll be able to start all over again in a new and more challenging province. Do well enough and you can become the new Caesar.
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