General tips would be, expand slowly after securing your positions.
Every province, you want to build the income generating buildings, one or two growth building(in the entire province, not per region, you look for the regions that don't have 2 income based buildings like the ones that generate income+tradeable ressources), you turn on the growth commandment to help, and eventually as your 3rd building in every region but the capital, you put walls to make it easy to defend even if you're not here. For the income buildings, you want to upgrade them early. They take a while to pay off for the upgrade costs, so the earliest the better. Growth buildings on the other hand, in some cases aren't worth upgrading, depends on your plans.
Plan your army buildings. Anything that doesn't go higher than tier3, you probably want to put in the minor settlements in your main province instead of in your capital. That's cause you want to put as many of the tier4/5buildings in your capital, since that's the only place you can build them.
If there's a lot of buildings for armies, you want to make use of 2 different adjacent provinces. For example if you play Empire, you'd want to put Artillery and gun stuff in Nuln, while you put Cavalry in Altdorf and infantry stuff in one of the minor settlements around Altdorf(cause the infantry building caps at tier3 so no need to take place in Altdorf). You could also put Cav in Middenlands, but I find it's a bit exposed since it's so far north. Or you could put stuff in Marienburg since it's close but have to remember that one slot is dedicated to the port stuff.
Adjacent provinces to your starting one also often have special buildings for a specific unit(Nuln for Artillery, Middenlands for Cavalry in the empire example but it's similar with other races, Western Sylvania has beast building and the province north has skeleton building), so once you see that you might want to change your plans down the road.
But basically, you want a plan on how you're going to build the core of your empire, where you get all your tech buildings. Any military support building has to be built in the same province as military recruitement buildings for the units using it, so it's worth spending a few minutes figuring out how you're going to get your buildings at the start.
When building an army, there's a few things you want to consider.
If it's a defensive army, meant to stay garrisonned in defense to protect one of your fronts, then lower tier units suffice, since they'll fight with the garrison(do think of upgrading the garrisons though on these fronts). For example, a lord, 14-16basic melee infantry(skeletons, swordsmen, orcboys, warriors etc), and a bit of stronger units, ranged if available, is enough to defend most stuff and has a low cost. If you have level 2 defenses on every settlements though, these are rarely even needed.
If it's a main army, you want to give it at least one piece of artillery, to be able to siege settlements in one turn(instead of having to wait to build a ram). You also want to give it a fairly balanced range of units. General approximation of the army would be like 50% melee infantry, 25% ranged infantry, 25% cavalry/special units/siege. Your faction would change these numbers depending though, obviously you can't field 25% ranged infantry as VC, or as Dwarfs a higher % is probably better since they're so good at it.
If you don't like playing a lot of armies, you can instead decide to massively stack 1 or 2 armies with high tier units. This requires teching quickly in your buildings(for example you'd run more growth buildings in your capital instead of income, expanding quickly at first to get the income needed from other provinces, and then using a low tier defensive force until you're done teching up). These armies don't follow traditional balancing, this would for example be Karl Franz and his 19 steam tanks. These armies are stupidly strong, but obviously you lack mobility and flexibility if you only have one army, so you need to build smart around them. Defensive buildings everywhere is a must, slowly expanding. Also you'd want your lord to have Lightning Strike, to be able to pick his fight against other armies grouped together.
In terms of how to spec lords, other than Lightning Strike if you plan to focus on few armies, the generally best way to spec is to get the middle tree to buff your basic units. Now this has the downside of becoming useless later in the game quite often. If you buff your dwarf warriors via the tier 1 skill, by lategame you won't be fielding any warriors anymore and those 3 points don't do anything anymore. On the other hand, you get a massive benefit out of them early game since all your basic infantry is stronger than the enemy's(well unless they also speced into it but the AI does weird things). Exception to that is casters, as some do want spells first, as those will also benefit your army.
On casters, it's good to have one per army. Hire Heroes if you can't field a caster lord. Now pretty much all of them are useful to a point, however you want to focus on the buffing and debuffing spells. Damage spells are for the most part unimpressive, with the exception of the lore of death damage spells. Vortex spells look cool, but are often terrible in use. Also you pretty much never want to put 2points in a spell. It's only a small cooldown reduction for it, in pretty much every case the point is better used getting another spell even if you don't use often/at all, just in case.
On heroes, I'd recommend installing a mod to remove their offensive actions or massively tone them down, as they're extremely annoying otherwise. You want to hire a bunch to help you on the map. Hit buildings every turn to level them up if possible. If they critically fail an action, they'll be dead for a few turns but will come back. The best heroes for campaign map actions are the "spies" type. Witch Hunter/Banshee/Big Boss Gob, and to a lesser extent Engineers and Chaos Wizards. The first 3 have the exact same skill set(+15% assassination, reduced enemy hero action chances in the provinces, can block army, can destroy siege walls), Engineers have lower assassination chance but can destroy more walls and Chaos Wizards don't have the wall destruction but can still block armies.
Finally, on combat. Make extensive use of pausing if you're too slow at giving orders in real time. The general strategy is, get all your melee infantry in a long line, put them in a locked group(ctrl G or click the lock icon thing), then right click an enemy units. They'll all advance in line and attack the nearest unit. Double click to make them run, or select them and press R, but it'll reduce their vigour more so just walk until you're in artillery range. Put your cavalry in their own control groups and put them on the sides, so you can flank stuff. Make sure to run them ahead of the army on the sides, preferably in woods and stuff so they're hidden. You want to charge from the side or behind when your melee units start engaging the enemy. You also kinda want to micro them because you want to break out of melee after charging, so you can charge again, charge bonus is really what makes cav worth it. Use your ranged units to focus fire an enemy unit they all can shoot. If you're using guns, you can't fire at a unit that's directly behind one of your own, cause it'd hit your own units, so you need to position either on the high ground or flank them. Bow/Crossbow units don't have the same problem, although they might hit your units a bunch, but still should be fine. If the enemy has a lot of cavalry, they'll try to go for your artillery, leave a defensive units or two around your artillery, or withdraw your artillery if you can't defend it properly, better than losing it.