I don't remember exactly what I did, but I know I built about 4 cities. The first city produced just 2 warriors and then 3 settlers. I founded the three other cities, made their population either 2 or 3, and built Library's in every city. Then, I built a Great Library in my capital, Rome, and set every city to double/triple science. Make sure you build your cities with at least 2 blocks surrounding it in the ocean, because that's pretty much the only place you can study science. I gradually got to University, and I think I got a Great Person to rush it. Then, I built Oxford, and was given the ability of Atomic Theory (you get either that or Flight). My friend and I RUSHED to get me as much money as humanly possible; he sent me caravans to steal and gain money buy bringing them to cities, I sold all of my technology to Alexander, etc. Finally, with 15 turns left on the Manhattan Project and with about 1100 gold, I rushed it and was given an ICBM. Naturally, I used it as soon as possible and utterly annhilated the Zulu. Needless to say, Shaka was not amused. :lol
Later on I actually learned other advanced technologies such as Gunpowder, Steam Power, and Railroads. It was pretty epic destroying my friends ancient Galleys and Galleons with modern Cruiser Fleets