Are you simply trying to win as a military nation? Or is it more so spreading yourself as a belief though? Either way I'll check it out.
There are a couple paths to victory, which you can set at game start. Wiping out the belief of all your opponents (their "dominion"), capturing a certain number of provinces, capturing enough of the "Thrones of Ascension" and a few others. But yes, the game is essentially about military domination. There are no diplomacy routes or things like that you'd find in other 4x games. You're all playing "Gods", after all.
Anyways, belief in your pretender god augments the places it has sway, shifting them towards traits you chose when you created your pretender. Anything from making places more prosperous, to making them shit holes that slowly kill the population every turn and cause nothing but trouble. Your dominion also makes your pretender stronger while they're in it, makes enemy troops more fearful and weaker, along with a half dozen other things.
Bear in mind, Dom 4 is intended as a multiplayer strategy game, and that's where some of its mechanics are best expressed. Whatever suits your strategic needs. (Making lands prosperous through your dominion ultimately gives you more money and resources to carry on the war. But when your dominion spreads to enemy controlled provinces, it similarly enriches them. Likewise, making your dominion ruin all the lands it touches embraces a "scorched earth" policy that works well with some pretender/nation combinations.)
All that said, I've never played it MP and still find it very enjoyable playing large games against multiple AI opponents.
I rarely say this about any game, but Dom 4 is evocative enough that I've many times been tempted to start writing short stories based on my games. I think it that solidly defines its tone, despite the pretty archaic graphics and UI.
If you have a good imagination, the game gives you epic tons of flavor for it to latch on to. I have fun just playing "theme'd" games, forget what's most optimal. Plus there's a lot of discovery of magical sites, Pretender builds, spells, monsters, heroes and craftable magic items that, if you don't read ahead of playing the game, means you'll be discovering new things for quite a while.
Simply put, if Dominions
looked like most other 4x/strategy games out there, I think it'd be held up as one of the paragons. (Nevermind that the developers have basically released the same game, improved, over 4 titles now.)
Lastly, you might have more views and therefore more suggestions if you put what you're looking for in the thread title.